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I ran into this with them and sent them all the trades. I haven't heard a word back from them. I think they have my file on a corner desk and threaten recalcitrant employees with having to tie out the numbers. :)

Looks like another spanking for the longs. Hope the pop was used as an exit point...

It's an interesting implementation. Thanks for sharing it. Is there any way to check out the P&L for the day's trade set in realtime. All I see are the open trades -- it does trade a lot I can see. I tried to get an answer from the webinar but got no response...

Well, The inventory news is priced in now. Presumably GS "adjustment" of their indexes has also been priced in . So, what's the downside for the rest of the week... 1. Bush does something clever. lol 2. OPEC decides to increase production -- about as likely. All other catalysts that I...

Never mind -- restart fixed it.

Anyone else have stuck quotes on EMD?

I've got to agree with LateApex here. I don't think your analysis is meaningful due to the duration issue. With regards to finding the "average behavior pattern" I think the same criticism applies. Best of luck with it. Regards, Sam

I hear you. I wasn't really trying to poke the details of your idea out of you as much as get a feel for what's going on. Here are some generic suggestions. A good site for pure quants is Wilmott.com. Of course, they tend to trade and model much more exotic instruments than what you will...

Looks to me like 5 consecutive losers from your starting capital would cause most people to throw in the towel. Here's a few questions before I could really comment. How does your performance differ from a random entry with the same profit targets and stops? What is the average time in...

Sounds good then...

You might try back testing your ideas to see how they work on historical data...

Needing to make the statement itself says it all...

One idea would be to identify the usual news based market moving times and use tighter stops/go flat at that point. You know the market is going to trend. You just don't know what way. Why stand in front of the train at those times.

FWIW, Out of curiousity, I moused over to the forum and it is active today and appears to have been active over the holidays. Not sure where your communications problem could be coming from...

From what I have seen the issue with pricing and model development these days is that they are hiring Phds in physics and math rather than MS's in finance -- that's anecdotal though. Being only moderately quantitative myself, my thought was that you could go the analyst/portfolio manager...

OC, If you look at the first post he mentioned both... If we wanted to extend the available options the CFA is much cheaper than either and carries a great deal of weight in the investment community these days. If I was in my early 20's and wanted a cheap way in I'd probably go for that...

Projections aside, if you actually "read" the thread you would see the MBA is winning by something like 5:1. Having said that, making the most of an MBA has almost as many wrinkles to it as trading. Due to the shift in pricing, the cost/benefit analysis isn't nearly as beneficial as it...

Yes, it paid off. But I went back in '91 when the total tuition was less than $20K and every Tom, Dick, and Harry didn't have an MBA. The salary bump for my first job more than paid for all the costs -- I worked in private equity. Many people got jobs where the second year's tuition was paid...

The first problem is you can't get a "quality" MBA for anything like $20K anymore. The school I went to -- LBS -- now charges $40K/year before average personal expenses of another $30K. So, all in you are out $140K before lost wages. That's the minimum cost to enter the game at a "decent"...

It's year end. All data is meaningless until the new year...