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Maybe you could define"symbols that have the greatest tendency to revert"to mean"symbols that make the greatest profits with reversion trading-systems" To use this definition, you simply collect three or four reversion systems, run the historical price data series of your (300?) symbols...

Where I live (408 / 650 / 831 / 510), it's alma-mater bias. If the hiring manager has a Ph.D from Stanford and yours is from Berkeley, GOODBYE! Same is true in the other direction: if HM is a Cal-Bear Ph.D and you are not, GTFO. And God forbid, if you come to an interview in this part of the...

I suspect you are actually interested in "position RE-sizing", i.e., changing the size of an existing position, some time after trade entry rather than "position sizing" which is choosing the number of lots/shares/contracts at trade entry

Yes I monitor >100 markets and yes I take all signals in all markets at all times. As of Friday's close I have 53 active positions, and six signal alerts for Monday. This type of trading requiresa large enough account to fund many dozens of simultaneous trades at an appropriate (low)...

"... career path of OPM" means "having a job investing/trading Other People's Money" I'd suggest you do a little arithmetic to figure out the minimum amount of Assets Under Management you'd need, to make it worthwhile. Figure out your monthly expenses: rent (if any), data vendor...

If it was good enough for the turtles LINK

Depending upon your level of desperation, this might be helpful -- or not -- . . . . http://www.seykota.com/tt/default.html It's a formal manifestation of an informal idea: get some trading buddies

It's incomplete. There are 1.3 lines of code. The first line shows a sell rule. Then there is a little fragment of a statement, most of it is missing/absent. There is no buy rule. Nor is there a positionsizing rule.

I rank by front month volume, ignoring the back months. Among the ~ 100 markets that I monitor, the highest volume contracts (median daily volume of the last 16 weeks), presented as a fraction of the Emini S&P volume, areES - 100.0% of ES EuroSTOXX - 64.0% of ES 10YearNotes - 63.2% of ES...

Step 1: Predict the end of cheap money Step 2: Establish a short position in bonds Step 3: Be right Step 4: Profit

Somebody owns the land upon which the storage tanks rest. Somebody (else?) owns the storage tanks themselves. Do these people make a profit, or a loss? At what %full (capacity utilization) do they break even, i.e., profit = loss = zero ? Is additional land available, to build more...

Write a simulation, including an adjustable input parameter called "rate of human errors" since people, unlike computers, occasionally make mistakes. How does it perform in simulation? What's the mean and the variance of ($profit / $wagered)? Can your psyche tolerate the bankroll...

There's a good one at the bottom of page 127, in the book "Way of the Turtle" http://bit.ly/hSVhUg

Here are a couple more images from that thread; it appears that the Bollinger %B entry was quite a bit better than random entry.

OSC plus RX

RE plus RX

Instead of futures markets, what about using different currencies. Are those uncorrelated enough? And you could use a small lot size so that each position was a small percentage of your account, that way you could have a really big trailing stop without running out of margin. What...

There was a discussion thread about this on the blox forum, a few years ago. It spurred me to run some tests of my own. I found that there are ways to make all three of these variants profitable, when applied to a large, diversified portfolio of futures markets: (random entries) with...

I think if you perform the search shown in the image below, and read each of the pages it finds, you may decide that this is a reasonable guess:GValues are global variables which are common across all stocks / forexpairs / futures / ETFs in the portfolio. They provide a mechanism for the...

Consult your broker and your tax advisor. I do not wish to reward laziness.