Search results

Wrong.

I agree. At some level, someone should care about ROE.

In 2003 most power plants in the U.S. used coal to generate electricity; nuclear fuel ranked second and natural gas third. http://www.eia.doe.gov/cneaf/electricity/epa/epa_sum.html Also, rising power costs do not necessarily translate to higher profits for electric utilities. In fact, due...

Definitely profits.

Grob ... very good post.

My experience has been the opposite. I have found greater success with data mined strategies than those designed by myself. This shows we can employ different methods, and we can each be profitable. To each their own.

What did you see to make you think this trade would not be profitable?

My pre-conceived ideas about market behavior are often wrong. This is why I let the computer do the research for me. My searches are not optimization; I rarely use that technique. Instead, I search a broad variety of ideas using several years of data, most often for 100 - 2000 stocks.

Sure, throw NVDA in my face. Their fundamentals had deteriorated to a point where I could not hold my long position any longer. Of course, they have recovered quite well since then. I have not studied ERTS much, so my response should be taken with the appropriate amount of salt. A price of...

If I may ask, do you have an estimate in mind for the fair value of ERTS? The technical picture seems a little shaky for selling puts at $55, though there is some argument for support there. The better play could be an investment position, which you seem to be thinking about.

Personally, I prefer the odds offered by evaluating 1,000,000 random strategies compared to the handful that could be created manually in the same time.

For that chart pattern, I can't decide whether to describe it as strange or enviable. Either way, the company had only $391 in total assets as of their last filing with the SEC. Position size for a trade in this stock should probably be something less than all of the farm.

The Google gods were kind to me today: http://www.tradersparadise.com/sectorlist/industrys.php This link is a start.

I've not had much luck finding anything either, but it's been a while since i've looked. A Google search will bombard you with a ton of links that could have the data you're looking for if you have the time to sift through the search results. StrataSearch calculates indexes at the sector...

The referenced article does a good job describing the between-a-rock-and-a-hard-place in which we find ourselves.

The period tested (1982-2004) is comprised mostly of the longest bull run in the past 130 years. The years 1969-1982 might be more representative of what we'll see until 2015 (or so).

Click ... and a light bulb snaps on. Thx, abogdan.

As suggested by Darkhorse, it is important to normalize return for risk. Two traders may create the same amount of wealth, but it is important to know how wild the ride was getting to that point. There are numerous equity-based and trade-based statistics used to evaluate performance. However...

The % gain/loss per trade is based upon the equity that was committed to the trade, which in your example appears to be $500. Accordingly, the gain is 10% for the example trade.

I, too, believe 1000 is a plausible downside target for the S&P 500. Equity prices will be caught in a tug-of-war between higher earnings and higher interest rates, with the latter ultimately prevailing. On the other hand, if interest rates move lower, then earnings growth will slow ... or...