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I run a system that fades moves in the ER2 that doesn't work on the NQ or ES nearly as well. I've attributed that to the 'jumpy' nature of the ER2 versus the others. Basically I'm just saying I've seen the same thing you have. I also trade the S&P Mid Cap futures the same way I trade the...

I'm getting ready to buy a new desktop PC and had a question about processors. I heard in passing that for my money an AMD machine would be preferable to an Intel machine. I plan on having dual monitors and running Tradestation, IB, and Visual Studio (for backtesting). Any suggestions or...

I've found the best hedge is to grow your own......

Being able to give money away (not in the market) makes me happy.

I get x-dates from Bloomberg, for the ETF's they are generally announced about a month in advance. Today's was announced on 11/14.

SPY X dates this year - Today - Friday 9/16 - Friday 6/17 - Friday 3/18 - Friday Also, all option expiration days. I don't have a 2004 calendar, but it appears that way in 04 also. I'd never noticed that before.

While were at it - QQQQ dividend .1011 and DIA dividend .24361 also today. I use Bloomberg and Tradestation during the day. Bloomberg adjusts for the dividend, TS doesn't.

SPY x-dividend today. Takes out .67.

On running multiple systems - I do it all in one account. Sometimes signals offset each other and cause me to be market neutral. For instance I came into the day long the ER2, but got a short signal shortly after the open from a different system, that made me flat the ER2 for most of...

Regarding the 60% of profitable funds - Did your database start with funds in existence 5 years ago or just include ones that are around today?

Point number 1 - 60% of mutual funds make money over 3-5 years. I don't know what database you were using, but if it's a list of current mutual funds you probably have a survivor bias in there. I'm sure some funds have gone out of business due to lack of performance in the past 5 years due...

I'm amazed there hasn't been a response, "Shorted GOOG". Someone must have, I did once, 5 bucks and 5 minutes later I was done.

I run 7 systems - 3 trend following and 4 counter trend. Limit losses, let profits run (nice cliche) and seem to do OK consistently.

Moving the suburbs from the gold coast in chicago, then trying to trade from home alone instead of in an office environment.

I've tried using it as a filter to define trend, nothing worked though, some help huh?

It took me two years before I finally realized I had to give up control to my system. It's still a daily struggle when I think I know better than the system (which is never true). One of the ways I actually got better about sticking to my system and strictly following signals was by...

I'm in my third year of trading for myself. 2005 will be a good year, but not as much as I would like (is it ever?). 2004 was just over break even and at the end of the year was when I decided to start blocking out the daily distractions and be 100% mechanical. I was giving myself 2005 of...

I do my best to work with blinders on as my trading is 100% mechanical. CNBC has been replaced with my Ipod. In addition I've blocked people on my IM that continued to offer market opinions after I repeatedly asked them to refrain. These moves have really helped my performance.

Your best shot is a firm that lets you trade remotely. I actually grew up down the road from you in Memphis, but relocated 15 years ago when the floor was the place to go get started. Now if you put up a little capital you can trade from anywhere. The only one I know of off the top of my head...

I have not read his book yet, but apparently Larry Williams new book Trade Stocks & Commodities with the Insiders: Secrets of the COT Report is suppose to be pretty comprehensive. If you want to go the cheap route he's interviewed in this Month's Active Trader.