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Outside of investment banking I don't think there's much in the public domain. Immunologic came on the radar about 10 years ago when Mortgage Backed Securities needed a better method of estimating prepayment rates. Someone I know had a idea of trying dynamic estimation based on bio markers and...

How about the Bull & Bear at the Waldorf - Lexington Ave. entrance. Cozy atmosphere with a ticker, close to subway's and Metro North. Also easy pickup point for limos. And, if you get too drunk it's a nice place to crash. http://www.opentable.com/rest_profile.aspx?rid=2824

Here's the ranking for the last 10 years. If a future has been trading for less than 10 years, the rank is based on the trendiness since it began trading. Trendiness Report starting Jan. 1996 ending Dec. 2005 at least 10 days in the trend 1. Mini Value Line...

They show up in the shorter duration trends. Remember, this only includes 2005. A trend starting in 2004 won't rank for 2005. Trendiness Report starting Jan. 2005 ending Dec. 2005 at least 10 days in the trend 1. NYSE Comp. 2. 90 Day T-Bill...

And here's just 2005 Trendiness Report starting Jan. 2005 ending Dec. 2005 at least 40 days in the trend 1. Nikkei Index 2. CRB Futures 3. Pork Bellies 4. Copper 5. Dax Index 6. Soybean Meal...

Trendiness Report starting Jan. 2003 ending Dec. 2005 at least 40 days in the trend 1. Feeder Cattle 2. Short Sterling 3. Eurodollars 4. Corn 5. Soybean Meal 6. Soybeans...

If you want to remain emotionless during trading, concentrate on the process and let the outcome happen.

If you use a method with a profit factor of 1.5, risk 1% per-trade, and do 20 trades per-month, the average uncompounded return is 10% per-month.

To be profitable at 95% probability for any given day using a method with a profit factor of 1.5 you'd need to do 90 trades per-day.

In real trading I could just leave the system as is and use the first entry as a signal that the second is coming up. It'd be easy to frontrun the second signal and boost the overall trading to a PF above 2 using a little discretionary trading. Anyway, I just wanted to add that you can try...

With the knowledge that the second entry is better than the initial entry I could just enter one contract initially and then the other 11 with the second add. By doing so you get to see the full effect of using the second entry instead of the first.

To show that the second entry is better than the first I'll add the same number of contracts as I did in the initial entry. This shows the improvement in profit factor more clearly.

Here I'm adding a small amount of 2 contracts to the position when it's winning by a certain amount. You can see it improves the profit factor a little bit. Since I know the stop is fixed this tells me the second entry was better than the initial entry.

Before I get going I wanted to address a pm I got on why not just add to a position when it's underwater if the overall method is profitable. The old dollar cost averaging approach to trading. Here's a add to the base system when the position is underwater. From it, you can see it does...

My post on adding to a winner is only valid if you adjust your stop as the trade goes in your favor. But what if the system you develop uses a fixed stop that doesn't change during the trade? In other words I'm putting on this trade with my stop. I'm holding until I'm either stopped out or I get...

The basic rule for adding to a position is to only add when the addition doesn't increase your initial risk. Example Say you use a trailing stop of 10 pts. in the ES. In you're initial position you short 10 ES at 1289. Your risk is then 10pts. * 10 contracts * $50/per-contract = $5,000...

It was very easy to setup a six screen environment. Use a headset with 80" virtual screen and 1280x1024 resolution. Put all windows on the one screen. Works great and no monitor clutter. I've been using this headset with the see through option so I can do other things without removing the...

The hottest new category of trading algo's is using immunologic response. It allows the models to become self-adapting and completely autonomous tradebots. Within 5 years I expect these bot's to be better than any human trader ala "Big Blue" in Chess.

If you want to be considered seriously then your entire resume should demonstrate how you've excelled in competitive situations. If you haven't, then how will anyone know you have the fire in your belly for trading? Everyone is looking for the Secretariat of trading. If you can consistently...

SosTrader, you're probably not going to want to hear this, but for the benefit of others I'll tell you....trading cannot be taught...it has to be caught. By that I mean you must have a perceptive nature. Without it, buy a trading system and execute it mechanically. I've tried to teach a few...