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I was told that 10 years is the expected lifetime for the battery.

The NASDAQ doesn't halt stocks for non-regulatory reasons (like news).

http://jessescrossroadscafe.blogspot.com/2008/03/bear-stearns-smoking-guns.html

What are you looking for? Long/Short Equity? Managed Futures?

I've been getting "pink out" every time I try to execute a basket trade for over a month now. The guys at IB have been telling me the problem is on my end. They had me uninstall Java, reinstall java, etc. Problem remains. The weird thing is that I can execute each trade in the basket one...

The portfolio margin demo is almost too buggy to function at all. My account was -50% within 30 seconds of putting the initial trades on...which triggered a series of margin calls....

See the 11th post on this page: http://www.tradingblox.com/forum/viewtopic.php?p=18929&highlight=#18929

I once worked next to a guy that was a self proclaimed "trend line professional". One day during a string of frustrating losses he started pounding on his desk and announced to the whole trade room that XYZ stock "...just blasted through that trendline like it wasn't even there!!!..." I...

If I remember correctly there was an academic paper that supported this claim. They took a large sample of retail brokerage accounts and compared their annual returns to those of a passive stock market index. They found that 80 - 90% of retail traders performed worse than the mindless index...

To what degree is Altucher thriving? What's the name of his fund? What happened to your website intrendx.com? Are you not reporting anymore? ec

I'm not trying to hijack your terms or definitions. I don't care to read any more books on game theory either. I simply pointed out that for the professional participant the total return is the same regardless of the instrument used (S&P 500 futures OR S&P 500 cash stocks). Since return is...

Regarding equities and equity futures: If you collateralize t-bills to finance your futures position, the total return (futures price appreciation and t-bill yield) should approximate the total return of the cash equities over a reasonable period of time. Arbitrage (program trading) makes it...

On a total return basis (factoring in the dividends) the S&P 500 made new all time highs weeks ago.

traderdragon2, What backtesting software do you use?

Who are they?

That's my guess. Mean/Variance analysis is truly the ultimate form of curve fitting. Lack of historical correlation combined with large returns (in hindsight) has resulted in lots of billion $ firms doing the same things. Out of sample result: no lack of correlation and low returns.

Try averaging down on the Nikkei from 1990 to current. Hint: it didn't recover.

I would agree with you IF we had used hindsight to our advantage and curve-fitted the parameters to the data with the goal of maximizing in sample performance. However, since we didn't want to blow up out of sample, we didn't do that. If you had read the paper you'd know this...

http://www.tradingmarkets.com/tmu/store.site/daytrading/Courses%20Web%20Seminars/6339/ The average compounded annual return is over 100%. It's never had a down year. 75% of the trades are profitable. 90% positive months. Hmmm, those results would make me, by far, the greatest...

This, I believe, is exactly correct. But realize that the arbs are chasing something that is finite, cannibalizing their own margins by jacking up the leverage to maintain performance as volatility dwindles. This is unsustainable behavior. Eventually some of them will blow up and a state of...