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i think morgan were the only ones coming back. citi is approaching it ...

1. get distance. immediately. stay away for ten weeks. don't look at the market, at any market. force yourself to do exactly that. spells: get rid of the addiction. and do not post on et. do not read on et. get your mind of the hook. 2. see what's happening. and act accordingly. take care.

that is right. actually i see the connection between the two, yet don't understand the argument for either from separated perspective. ... and i know how weird that sounds ...

i stopped reading here: "... In 1999, Greenspan started to do what he hand done in the past. First he had brought interest rates down, and now it is time to move it back to the former level. He forgot, that by 1999, we were in the middle of a horrendous bubble. He began to continue to follow...

my statement was meant to be broad, thinking in weeks not intraday.

same here. this market is testing the lows. and she does it quite soon after the last time ... if we break the 850 i suspect we see 700.

you couldn't make a more profound statement, couldn't you?

these two continue to amaze me. why is the dollar so strong and gold so weak? four weeks ago i expected the greenback to go well above 1.60 to the euro and gold to leave 1.000 behind. one bloomberg headline was quite weird: "gold drops below 700 as investors flee to cash" it turned...

great graphics. bridgewater is a great provider of such material.

all due respect: no.

in my experience - though there are theoretical weaknesses - sharpe ratios pretty much reflect my taste in equity curves. i cannot remember an equity curve that had a high sharpe and felt like bad and vice versa. simply does not happen. though i must admit that i take all sharpes below 1...

i would not follow a conspiracy route. take the loss and move on. whining wastes energy. this was the worst week in a century. weird things happen in such times. don't waste your time trying to understand them, aside of what improves your future trading.

well, maybe there were some other things happening at the same time ... last week was not only about that deal, if i recall correctly ...

http://www.reuters.com/article/innovationNews/idUSTRE49C4QA20081013 i can hardly believe that anyone at GM seriously considers buying chrysler. i mean if GM was good in turning around a troubled carmaker, well i guess they had plenty of opportunity to show that. i don't believe that GM...

student i dare say sharpe is more than "reward per unit risk" in the sense that it is in line with my personal utility function. and unlike other measures of risk, like draw downs, it is more robust since there are more observations. there is only one figure that even better matches my...

now, THAT was a call ...

to me it boils down to what actually affects you. if you are a daytrader and being more often right than wrong is necessary for your selfconfidence, go for that. if you are a thickskinned bigball go for trend following with hits (well) below 50%. i think that most people actually care...

right. usually i call it trading cost. comms alone don't tell the picture.

not sure if i read your post correctly. what i am stating is that going market neutral strategies are highly highly influenced by trading costs. you would not trust a system for scalping that does not account for commissions, right? pretty much the same here. without comms - meaningless...

^:)^ ... am i the one who invented the flying smiley?