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It must be so frustrating to be Anek. First I reveal my method in as much detail as possible, including posting annotated charts. Then I mentor 10s, 100s of people, and it almost destroys my personal life. I do all this out of a sense of paying forward. And then I'm called a truck driver and a...

I hope that's not for real, because it's the funniest damn thing I've read on ET so far!! :p If it's for real, I don't know what to say!

What do you understand about money management and it's role in a trader's survival? What is expectancy? What gives you the confidence that your expectancy is +ive? Has your strategy proven itself to you in simulated mode? What prevents you from trading using a simulator first? What...

The amount of effort you are exerting is probably a reason why you are not seeing the light. One is supposed to work hard and all that, but taking breaks and having obligations outside trading is key. I strongly encourage giving up trading for a while. Magically, the insights you need will...

Delta.

dtrader98, Though I have not yet found the time to read these books myself, I have a note to myself with me about R books that mentions, "The R book : good reviews" "Introductory Statistics with R, Dalgaard" "Statistical analysis and data display : an intermediate course with...

I guess you have to define "deepest" first : volume, turnover, market impact given $X to trade, etc; Thus, the KOSPI 200 futures are heavy in volume because the Korean Won is 1/1000th of a USD or so. It's multiplier is 500,000 <-- I may be wrong about this since I get confused by the number of...

Thanks dareminator! I hope to pay it forward soon. Again, I'm surprised that Ami is not discussed much more on ET. But that may be because Ami users are busy making money! :) Your wife's learning mech trading?! Well, that should help discover some uncorrelated strats, too! :p K, off I...

Very interesting and useful, dareminator. I'm on a similar path right now, using Java for the ATS, AmiBroker for exploration, and R for statistics. Have to totally agree what you said about Amibroker. Tomasz is a class act, a gifted programmer who can balance technology and customer-focus. I...

Thanks for that article. Some thoughts, from having worked in the field for the past couple of years: I've noticed that many of the tier 1 IBs (sell-side) have inhouse-developed platforms for algo trading (in C++ or Java), so I guess the vendors are competing for the smaller brokers'...

Thanks TradStSOX! Pairing sounds like an interesting idea for and I will ponder on whether the benefit to you is psychological or whether there can be a numerical/quantitative benefit to this approach.

Great going, TradStSOX! About pairing : do you enter the offsetting/hedge trade manually or automatically? Without giving away anything about your system, can you describe your journey till here? Any words of advice would be appreciated.

Great post! You made my day, Lobster. I'm going to bookmark this post and re-read it once in a while.

The book, "The New Market Wizards", which contains interviews with top traders, made a LOT of difference to me. And it's a very entertaining read. See if your local library has it, and check it out.

Rahula, marketsurfer, This is an interesting topic and I have been looking for the opportunity to bounce thoughts with someone. Given any technical analysis pattern, it can be constructed from random data. The procedure: Take a set of random numbers. Take their returns. Returns in...

interdigital, Some quotes from good traders. Hope they help you : "My ability to win a high percentage of the time is because I have a real fear of markets. I have found that the greatest traders are the ones who are most afraid of the markets. My fear of the markets has forced me to hone...

Anek, The AHG thread has been an amazing find. So much contribution, clarity, and so less negativity. Ha, am I on ET??? Thank you very much for doing this. I didn't realize that futures trading is so tough (psychologically more than technically). You have chosen to be helpful in a business...

That's sad. ProfLogic said is best; it sucks to see anyone in trouble. Saying that trading is a zero-sum game, and that if you want to win, indirectly, you WANT someone to lose, is one thing, because that someone who will lose is often an anonymous other. But when I read about people who...