Search results

Found one: http://www.valuewalk.com/2016/06/karen-bruton-super-trader/?all=1 From my read of this, it sounds like she gamed the reporting requirements, but may not have committed any legal violations.

Is there a link to a recent article or SEC filing about Karen?

+1

Moving averages are not a predictive indicator. However, they have great usefulness in smoothing a time series to identify historical trends. Here is a link to one of the better discussions of moving averages that I have found, for your enjoyment: http://www.jurikres.com/faq1/faq_ama.htm

You didn't indicate which futures you want to spread. But since you posted in the Index Futures forum, there is a good chance that the index futures spread you want to trade may offer margin relief if the exchange recognizes the spread. In this case, use the ratio specified by the exchange and...

I believe the conclusion that Wilder's RSI has close to zero capacity to predict future market behaviour can be applied to all technical indicators. But for historical analysis of price, they are just fine (hence the term Technical Analysis, not Technical Forecasting). My admittedly quick...

You've made a strong case for spread trading ... it has more predictable behavior as the spread is based on a relationship (versus flat price trading) ... and the spread has the benefit of neutralizing systemic risk and perhaps other risks depending on how it's constructed. Adding the benefit...

That pretty much sums up the answer. Wilder used his own version of a moving average calculation that is slower than both SMA and EMA, which might have been okay for slower moving markets at the time he published the RSI in 1978. But Wilder's original smoothing method has too much lag for...

Which risk are you referring to? Leverage, continuous pricing, counterparty risk of clearing firm, ...?

Research papers can be found at the same links I provided above. Also check YouTube for videos on this topic. You can find Chan's blog here: http://epchan.blogspot.com/ One key part of the trading learning process is finding resources, assessing their value, and implementing analysis and...

Chan's books are probably the best of the bunch. More recent discussion is published in online blogs and research papers. You'll have to hunt for them using your favorite search engine. Here are a couple: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2774063...

I've done the same ... will enjoy testing the various sensors when I have time.

The jacks on the Pi are most suitable for a standalone monitor (via HDMI) and standalone keyboard (via USB) and standalone mouse (via USB). You can't really leverage the monitor and keyboard that is integrated into a laptop. I would not use the Pi as a trade execution platform or for anything...

I used to be a regular at these events but stopped going years ago when most of the information became available from online resources. But I have attended a couple times in recent years when I had a strong interest to personally meet an individual who I knew to be speaking at the show, e.g. an...

Well said.

Does the CMT curriculum focus solely on hindsight analysis of historical data? (TA is very good for characterizing what already happened.) Or does the curriculum also teach predictive methods for price forecasting and trading?

I just ran across this post (2014) by a former MTA (Market Technicians Association) member. I always wondered about the Chartered Market Technician (CMT) certification and this inside perspective gave me some new insights. I'm sure many CMT's will disagree with her points but it's an...

Bone, thanks as always for posting these charts. One suggestion ... if you color code the Title to match the color of the chart line, it will be easier for us to read.

Assuming your system has a positive expectancy and you truly believe in the probability distribution it implies, you should expect losing trades as they comprise the probability distribution you are trading. In this case, cheer up and embrace those losers because they foretell winning trades...

Interesting. I wonder if you can separate commodities into two categories ... those whose future supply is typically held in storage (e.g., oil which is subject to geopolitical forces), and those whose future supply has yet to be produced (e.g., grains which are subject to weather) and make any...