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  1. M

    Quadriga Superfund - Managed Futures

    in the long run stories that seem to be too good to be true are ... too good to be true. very high marketing cost. somehow intransparent structure (administrator, auditor, brokerage). not obvious trading edge. these are points that indicate: be careful. have some money in, if you wish, but...
  2. M

    Are there pullback systems that backtest well?

    i would not called it pullback, but it is astonishing to see how different the market trades when it is siginificantly below an EMA compared to when it is above. i think fama - french found something like this for single stocks as well. fear seems to make the market less efficient. did you...
  3. M

    book shelf

    electron please choose another thread for this way of talking. thanks
  4. M

    book shelf

    walter, surf i will ask my statistician and my mathematician what they know and what we could bring to testing soon. i am usually reluctant to use complexity, since i found it to be very often waste of time. do not know why. it might be that the development just takes more time and while you...
  5. M

    book shelf

    we are currently trading sp500 stocks on a market neutral basis using price only. we are doing some research on intraday futures - 18 markets minute data. plus some research on daily futures data. we have some indication that our equity tradng should work on nikkei 225 stocks as well - currently...
  6. M

    book shelf

    walter we are building quant strategies. i am not sure that this matches well with geometry. which books would you recommend? peace
  7. M

    book shelf

    sorry to mister prado. i mixed him up with clifford sherry.
  8. M

    book shelf

    funny you meniton the prado peace. i had the feeling that someone fills a book with tables and save the effort writing anything. by tables i mean all kinds of things, including data as such (if i remember correctly). i found it a waste but you are the second person on ET who recommends it.
  9. M

    book shelf

    thanx. i am not sure what we are talking here when we say TA, but it is in any case interestng to see profound criticism.
  10. M

    Program Trading

    is not necessarily contradictory. i did not claim that price won't move. i just think that inefficiencies will be reduced and random walk activity will increase. but ... in the end i hope it won't be like that at all. :)
  11. M

    Program Trading

    i completely agree to the content of this post and to the careful tone. the thing is this IMHO: if you use patternCreation, patternEvaluation and patternRecognition in combination, then you do not care what the input is. be it a bunch of indicators, a set of candle sticks, a combination of...
  12. M

    Trading Gaps

    the crable pdfs from tasc or the book? is it the same?
  13. M

    book shelf

    tahnx banjo so you are going for: Trading Systems That Work: Building & Evaluating Effective Trading Systems, Irwin Trader's Edge Ser. Author: Stridsman, Thomas did you read it? are you trading systematic?
  14. M

    book shelf

    i have two newbies within my team and i want to feed them with best information about the markets to enable a steep productivity curve. one is c++ pro, the other is mathematician with c++ know how as well. both already programmed some trading systems. it's been a while since i bought trading...
  15. M

    Historical Put/Call Ratio Data

    thanx volente.
  16. M

    Starting future system trading

    beauty and quality are minority projects. that's about it.
  17. M

    Starting future system trading

    dear electric i would propose that we skip the discussion of the mac-pc thing. this never ends well. peace
  18. M

    Starting future system trading

    dear lindq i love you. peace
  19. M

    Trading Gaps

    i am trying to get my hands on the crabel stuff. who is taylor?
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