Search results

one explanation could be that what seems tradeable on the non tradeable instrument is already imbedded in the trading that takes place in the tradeable instrument. useless to research non tradeable time series for exactly that reason. IMHO that means: back to start.

I never lost much for other people, but i've been through enough very tough times, to have an idea of how your friend must have felt. it is impossible to describe the amount of frustration this business can put on you. you already give 1000% and you cannot get it run. you isolate yourself in...

my post was referring to other markets as well, like currencies, bonds and commodities. i for myself do not like that point thinking at all. it makes it impossible to quickly compare markets. i care about percentages, since this is what this game is finally about. why should i bother with...

i would say it could be well below 0.5 mini points.

maybe soldiers are discplined but i doubt they are encouraged to be creative.

is it more accurate to calculate slippage as a percentage of the traded underlying or in absolute points? i am aware that many daytraders use absolute figures but i feel this is not really correct, since it distorts the picture. my argument is that people who use a percentage of their capital...

thanks nana. i was not aware that these people offer more than the index futures.

there is probably significantly more in the industry. many funds refuse to be listed anywhere. usually big boys.

i think someone asked a question and he gets exactly the feedback he was looking for - well if this is not the function of an internet board, what is it then? it is bob's decision what to do with whom.

i think you are entering a very interesting field but IMHO you will find it hard at this point of time to build a diversified portfolio. in principle you can access this market from the corporate bond side or from credit default swaps. the latter will be difficult for private acces but why not...

no i need an english speaking broker to trade top 225 to 500 stocks. no illiquid names, portfolio turnover on average every two weeks, market neutral at any point of time. in fact there are quite some discount brokers with sites only in japanese ... does not help me at all. i do not need any...

no one trading japan here?

you are making very valid points. if your trading depends on how you feel and you feel better sizing down, you must size down. analyze your equity curve with a simple spreadsheet. see the percentage of updays over all. now look only at days following a loss day. and now do it for two preceeding...

http://www.paritech.com/education/technical/custom/indicators/adx.asp http://finance.easychart.net/WebDemos/Explore.aspx?Id=4&File=Native-en.xml

for this undertaking and very good luck to you. shorting single stocks is IMHO one of the real real tough things to do. looking forward to your journal. did you consider to take a glance on short interest figures? good luck to you

i am referring to the inital post of this thread. i think you should run some testing on your equity curve to find out whether you have nonrandom streaks or not. IMHO if you do not have them, each day is independent from the previous. thus it makes no sense to leverage up or down. it is like...

looks like you can't post without aggressive remarks. better to leave it like this. thanks for the reference. peace

one of the things i tried was putting an EMA on volume and calc most recent volume's distance to that EMA. i would not see this as in indicator, but rather a tool to get to relative values. then i tried to figure out if extraordinary volume figures can be combined with other information to...

i am currently getting into sp futures trading and at the moment i must agree 100%. i do not find really good short strategies.

on daily data on sp futures i did not find really significant things about volume. after calculating an exponential MA on volume and measuring where most recent volume was relative to that i looked at know highs or new lows and days with open and close being at extreme ends of the bar. those...