Search results

  1. T

    Recent Downtime

    So sorry to hear about your troubles. Sometimes computers are such time-consuming labor-saving devices. Let us know if we need to "stay off" the system while you sort things out. It can't be easy trying to resurrect a network while being pummeled by millions of page view requests from...
  2. T

    Universe - Life - Purpose - Existence?

    Technically, the question is probably undecidable with the tools at hand. But that does not stop people from taking sides. :) Even if some giant space alien craft or god-like apparition appeared and said "I made the universe", I am not sure how one would come to trust the declaration...
  3. T

    Help, ET's too active!

    It's a testament to Baron, the moderators, and all of the participants of ET that I have this problem. I check ET only a few times a day and often find that the Home Page list of the 20 most recent postings is completely lit up with the unread ("new or updated") flags. Finding unread posts...
  4. T

    finally and academic paper you guys will like :-)

    Yes, the paper's main point is that retail position trader's performance is persistent -- a clear violation of EMH. What I thought was interesting was that winning traders earned about 12 to 15 basis points of excess return, while losing traders lost only 11 to 12 basis points of excess...
  5. T

    spurious returned emails

    If the spammer just put "return to sender" in the subject line, then there is little you can do. If they spoofed your email address so that it really looks like you are getting a returned e-mail, then you should talk to you ISP. Your ISP might have a security problem. Good luck, Traden4Alpha
  6. T

    Computers designing chips that humans don't understand ...

    Actually, I suspect that even traditionally engineered chips are already far beyond human understanding. For example, simulating the behavior of a pentium chip creates about 60 megabytes of data per clock cycle. The only way to design chips like CPUs, GPUs and high speed networking chips is to...
  7. T

    finally and academic paper you guys will like :-)

    Thanx for the paper!:) Interesting that the returns for being long a successful trader are greater than the returns for being short an unsuccessful trader. Given the old statistic about the 95% failure rate of traders and all the stories of people blowing up their accounts, I would have...
  8. T

    I just got a digital SONY camera

    Check out: http://www.dpreview.com/news/0301/03010904mspro.asp
  9. T

    I Think I Found the Holy Grail

    Corso482, Try trading the system with real dollars for a day or a week or so. At the end of each day, run that day's data through the backtester to see what papertrades the system was supposed to make. Chances are, a combination of two outcomes will occur: 1) that day's papertrades will...
  10. T

    dumb question????

    Yes, computers have a small battery that keeps the a quartz crystal clock running 7x24. If your computer starts acting strangely and losing or resetting the time, then it suggests that this little battery has died. The reason that computers keep such poor time is because they use low-quality...
  11. T

    Let's all use software to envelope NYSE and see what happens!!

    I agree with bungrider that the specialist can manipulate the price to exploit systematic enveloping. For example, if I were a specialist and I knew that I had a bunch of envelopers below the bid, I would batch incoming sell pressure. I would hold the bid price stable in the face of downward...
  12. T

    How to handle 24 Hr Futures Trading

    Hmmm... What about creating a global team that trades from a single pot of risk capital and can hand-off positions to each other. Three traders (I'm thinking a Europe, west coast U.S. and Hong Kong team) each working 9 hour shifts could cover a 24 hour cycle with an hour of overlap between the...
  13. T

    Gambler's ruin

    Thanx for the link to that site. :) One issue is that the situation for traders is even more perilous than this simulation would lead one to believe. The simulation assumes that the trials are independent, something that no trader should ever assume. If there is positive correlation between...
  14. T

    how to calculate which leading which?

    As Foz said, lagged correlation is a very good way to measure what leads what. One trick is to perform the lagged correlation at a number of different lags to ensure that the results aren't corrupted by differential volatility. Also, if one uses this technique, it is important to use total...
  15. T

    Question

    The trick is to get the postid of the posting. The form of a link that takes one to a particular post with the post in the window is: http: //www.elitetrader.com/vb/showthread.php?s=&postid=nnnnnn#postnnnnnn where nnnnnn = the multidigit postid of the posting of interest. If the...
  16. T

    EOD Historical Option Prices

    If trading is really in your long-term future, you could start collecting the needed EOD data today. As EliteThink said, Bigcharts.com has free delayed quotes on options chains, just no historical data. But if you download the data at the end-of-day every day, you can accumulate your own...
  17. T

    Where the action was

    Thanks for the excellent list, acrary. Two questions: 1. How many markets did you include in your analysis? 2. Have you run your trendiness analyzer/ranker on random data to see if this year had more or fewer trendy markets than statistically expected? Cheers for the new year...
  18. T

    working papers

    Use GOOGLE and you will find more working papers than you can shake a grad student at! :) But, if you know the name of the author, you can try: http://fisher.osu.edu/fin/journal/jofsites.htm#php Good luck, Traden4Alpha
  19. T

    When does pension money hit the market?

    If I where a company with a pension plan that held company shares, I would play games with the timing. If I knew that the next quarterly report was going to be good, I fund the pension before reporting and reap the gains. If I knew that the next quarterly report was going to be bad, I fund the...
  20. T

    Whose right me or Sheldon Natenberg?

    You can look at it 3 ways: 1. Positive Utility: Although the financial expectancy is negative, the utility expectancy is positive. The value of "winning $35" is more than 38 times the value of "losing a measly $1." One could look at casinos/lotteries as a dream-selling service -- the...
Back
Top