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MRVL and ZN look really appetizing too. Unfortunately I am not getting filled and bid/ask is very wide on the fly

thanks guys! Sorry for late message. CRM has released all earnings information at a conference call 2 weeks ago! I hope we can all make money on this!

Unfortunately this is a real world example

Here's a true story: I went to the Dominican with my friends this summer. We stayed at the Hard Rock in Punta (my friend was playing in the WPT). One of my buddies who rarely plays poker sat down at a 2/5 cash game and walked away with 2k in profits. He bragged about his poker skills for the...

Thanks for the response Aaron. Unfortunately, your answers are so well explained that its hard to ask any follow up questions! In your example it made sense to buy the lowest spread and sell the highest spread in the NFL. How would your strategy change if we traded in multiple sports games? For...

I wish this was the case! Put yourself in a private traders perspective - She has 100k and knows a strategy (lets say a risk free strategy) that makes 100% a year. You have 1 year of performance history. What do you do? Who do you talk to? Will someone believe those returns? She still has to...

Thanks Kevin!

Thanks for the nice words! That one caught me off guard. I'm going to have to run and grab another box of tissues!

Thanks dest!!! I thought I'd share the win with you guys. With out the help of you guys on ET, no way I would of won it!

Yours truly taking home the win today at the tmx competition. A measly 5k for first but I am still very excited!

I meant to say *I could use the jump instead of the move

Thanks sig! For non directional trading I am simply using the model. Looking at the news is more for comfort. For directional trading I pour over various documents including news. I could use jump instead of news. The problem is, many small cap companies dont trade much over night when news is...

Today has entered into my top 5 for largest 1 day percent gain! We went 6/6 on the earnings moves

Wow, after numbers, before earnings call this is looking like 6/6. Long live the earnings variance risk premium!

Busy,Busy

Turned out to be a great day! NTNX pulled down $1 from it's over night highs Earnings account up 6.1% Since inception

From your posts and PM's I am not too sure if you are trolling me or just want me to do your homework. Can you first try what I mentioned? To answer post and PM For Sharpe over the total period your formula is =(AVERAGE(RowSumRet)-RiskFreeRate*)/STDEV(RowSumRet) Where RowSumRet = the row...

yahoo finance -> historical data -> download csv. Below is Samsung https://ca.finance.yahoo.com/quote/005930.KS/history?p=005930.KS If your firm had you sign an NDA on these top-secret stocks don't they have the data for them?

I misread your original post. I thought you wanted to optimize a portfolio. Top secret eh! In that case, you can do something like yahoo finance -> historical data -> download to Excel -> Arrange Data in columns [Date, Stk1,Stk2..] -> calculate the returns [Date, Ret1, Ret2...] -> multiply the...

It looks like you can get some Asian stocks on yahoo finance. I just took a brief look. Can you attach an excel file with the stocks in each portfolio and their weights? I'll post a backtest for you and send you an html doc. 2.5 sharpe vs the markets .5? Did you just pick a list of the...