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  1. M

    Sharpe ratio and Skew

    I have been working on system that has a pretty good Sharpe ratio. ~.5 The backtest results also have a skew of .2. I'm not sure how to think about this. I think the skew means that a greater than averge portion of the volatility is to the positive side. I know that volatility will...
  2. M

    how long did you take to have a profitable year?

    If you need to wait to the last day to determine if the year would be "profitable" or not, I don't think that I would consider that profitable anyways.
  3. M

    how long did you take to have a profitable year?

    Are you really satisfied with this statement f9? If I trade profitably for 364 days, could I reasonable assume that I won't lose it all one the last day. Isn't my profitable year assured before the 365 days are complete? This satement and the earlier one are the two extremes. I used the...
  4. M

    how long did you take to have a profitable year?

    When I make your year in a month... Good luck Not worth my time to try to help people who want to insult and play semantics.
  5. M

    how long did you take to have a profitable year?

    If I trade for one day and make money. Then I don't trade for the rest of a year, would that be a profitable year? I think so.
  6. M

    how long did you take to have a profitable year?

    I took me less than a year. No I'm not prop. No I'm not confusing a bull market for a good trader. I actually do much better in large down days than up days. I have been at it around 2 years. It is possble, just not probable.
  7. M

    Autospreader

    Can anyone recommend a software provider for equities that has similar functions to TT auto trader/spreader
  8. M

    Pictures of your trading stations

    I'm not sure if you understood my question. I bought a computer with two dual core processing chips. (like in the old days where if you wanted two processors you need a motherboard with two processors, except I stuck two dual core processors in. My understanding is that the two chips...
  9. M

    Every Monday Vix Gaps Higher

    Free money... Until there is a terrorist attack.
  10. M

    Pictures of your trading stations

    I agree with you on the power issue. No reason to go to battle under prepared. The question that I had, why the quad core insted of 2 dual cores are there any benifits draw backs. ( I just bought a 2 dual core machine.) Some people aren't just "picking stocks."
  11. M

    Entity for traders

    I think having a wife is probably more expensive than any tax known to man!!!:p
  12. M

    Entity for traders

    All I do is trade futures so I don't hink I could avoid teh self employment tax. But health insurance deduction would be a big plus. How does teh tax defferment work? If I don't take the money out for x amount of time do I ever have to pay taxes on it? thanks
  13. M

    Entity for traders

    I'm starting an S corp. I think that takes care of the double taxation.
  14. M

    Approx 100K

    I agree wityh everyone else, go for it. I would just add two things. Even though you have a decent amount of money START SMALL. I don't think that can be stressed enough. Start as small as possible that it will still matter to you. Second I would look at keeping consistant hours...
  15. M

    Trading and Dating

    I don't know where you guys are, but in chicago chicks love it if you say that you are a trader. I guess there are enough big traders that the advantage trickle down to teh rest of us.
  16. M

    Backtesting

    I forget the name of the book, but I read about soem MIT/Stanford (don't remember which), who went to a casino, figured out when they rebalanced the roulette wheels, then charted teh outcomes for 4 days and then play for teh next 3. After charting the wheels for 4 days they were able to pick up...
  17. M

    Questions about latency/transmission speed

    I don't know about teh technical side. Does your broker ahve an audit trail? start checking the time from when the order leaves your comp until you get it back.
  18. M

    x-trader order/queue feature

    I heard about it too. I haven't upgraded to a new enough version yet. (I stay about 2 upgrades behind so I don't have to beta test anything for them.) I don't think the inof is coming from the exchange , so they must just be calculating it. Probably ends up being the WORST place you could...
  19. M

    2006 Personal Savings Drop to 74-Yr. Low

    I was thinking about it the other night. Might the decrease in savings have to do with the inflation we are having. (I don't believe that inflation is as low as teh government numbers.) Might as well spend/borrow today because things will be more expensive tommorrow. Just a thought.
  20. M

    I'm being to hate daytrading

    All I can say is one word Futures I'v never dealt with 1-5
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