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  1. Q

    Hottest News Anchor?

    Who's the hottest financial news anchor around? My nomination is Trish Regan on Bloomberg, stunning beauty! https://si0.twimg.com/profile_images/3393179022/f608aa1c91eb2a72a396cc08d7a4436a.jpeg
  2. Q

    Pictures of your trading stations

    Now I know who's your CIO... ;-)
  3. Q

    Any good structure for a simple self-made backtesting platform?

    I'm afraid you're right. Gee, so much for trying to be helpful...
  4. Q

    Any good structure for a simple self-made backtesting platform?

    I can do that, but normally I only bother doing it for prospective clients. I'm indifferent if you believe the numbers or not, but anyway see an excerpt attached.
  5. Q

    Any good structure for a simple self-made backtesting platform?

    Correct, the ES contract has 50x leverage, but I keep about 70% of the capital in cash as cushion. How to trade it? Adequate stop losses and other safety mechanisms. What else information do you need?
  6. Q

    Any good structure for a simple self-made backtesting platform?

    Well, you may check out my trading journal "Quantum Leap" on this forum, and you might change your mind. But since you won't listen anyway, I'm not gonna argue any further.
  7. Q

    Any good structure for a simple self-made backtesting platform?

    Well, it all depends on how you price your time and the opportunity cost...
  8. Q

    Weekly Update - Quantum Leap ES Algo

    Last week started off well with three days of consecutive gains, albeit finishing with two days of relatively sharp declines due to unfavorable market conditions (i.e. lack of direction) as investors are getting increasingly wary of how long the bull run will prevail and are hence quick at...
  9. Q

    Any good structure for a simple self-made backtesting platform?

    How about saving time and money perhaps?
  10. Q

    If this market keeps being manipulated, the us market won't be attractive any more.

    Completely agree. Those that rely on gut feelings usually say something like "there's a 50/50 chance that..." - if you do that you're gonna be approximately right and people will remember you; if not, people will just forget and ignore you...
  11. Q

    Any good structure for a simple self-made backtesting platform?

    There are free Matlab alternatives as well, e.g. Octact - not sure about compatibility though.
  12. Q

    Fed will start tapering QE in September

    Btw, check http://www.milkeninstitute.org/events/gcprogram.taf?function=detail&EvID=3956&eventid=GC13 at 15:30.
  13. Q

    Fed will start tapering QE in September

    In the short term, I think you are right, in the long term not. What would it take to scare off investors from BOTH stocks and treasuries? Probably another Lehman-scale event...
  14. Q

    Any good structure for a simple self-made backtesting platform?

    You don't need to build from scratch - there's plenty of source code available out there. Anyway, I'm not a salesman so if you're not yet convinced I'm not gonna argue - I'm just saying what works for me and it's your call what to do next.
  15. Q

    Fed will start tapering QE in September

    I'm ok if it goes against me for a while, as I'm 99.9% sure it will eventually turn around (just look at any historical bond yield chart, or listen to e.g. Bill Gross and other experts) - yields have never been lower, and if they would continue going down further, that additional drop won't be...
  16. Q

    Any good structure for a simple self-made backtesting platform?

    Interactive Brokers have an ActiveX API for live trading (I've used it for intra-day trading for a year now and I'm 100% satisfied). If you insist on C/C++/C#/..., my recommendation would be to do prototyping in Matlab and then port to any other language - in this way you'll save yourself a...
  17. Q

    Any good structure for a simple self-made backtesting platform?

    Don't get me wrong - retail solutions may work just fine for you, but in my experience they simply haven't been able to offer the level of control and customization I need for my systems to work optimally.
  18. Q

    Fed will start tapering QE in September

    As this isn't a day trade I don't worry too much about exact levels, but right now is a good time to go short, and exiting when the yields have risen to their long-term averages, potentially even higher depending on the situation then.
  19. Q

    Fed will start tapering QE in September

    I'd say short US treasuries for the mid- to long-term! Yields definitely won't go much lower...
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