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Dude,before attacking read the previous posts Thats why if you were to compare two equally great traders with the same $ amount, one a day trader, and one a position trader, the day trader would probably make more on average.

Excellent point..And clearly the day trader needs to employ massive leverage,but should have a better Sharpe/recovery factor.. i for one think that the "cerebral" challenge of position trading is a far more holistic way of approaching a profession,not to mention the best position traders in...

perhaps,but dont forget that the day trader will have higher blood pressure,worse vision and a much shorter trading span,not to mention lifespan:D

I guess you will be there in that case:D

How is neoticker 4-500 per month???? i thought the program was about 1300 u.s ???What data feeds are you using that cist 3-4hundred per month??

be careful with Ami and IQ feed....There are limitations,which may not affect you.When i used Ami with IQ feed,the amount of intra day data limited your daily chart.For instance,if I could view 3 months of 15 minute bars,that was the max of daily data i could looka t simultaneously. I...

Welcome aboard Adam.I have been using your product for 3 years now.I had no idea of these capabilities.I will give Kevin M a call tomorrow

Yes,Zacks is probably the cheapest fundamental backtester on the market....It has evry fundamental field you can think of,plus the ability to create your own custom fundamental field.. One thing to look out for...When you run you backtest,if you choose short rebalancing periods,watch out for...

I do exactly as you ask using Zacks fundamental backtester.I currently do not employ any maket timing and do not come anywhere near 68% returns on pure fundamental scans.Even if i curve fit,I cant duplicate it.... Whats even more impressive is Alpha is predominantly a midcap stock trader as...

you jumped in a bit late...He essentially has an equity portfolio that best correlates to the Midcap..he has a holding period of 20 days and rotates a buy and sell every day.. His return is apx 68% non leveraged,with 6% SD..I backed out a Sharpe of apx 3,which i find very hard to believe,but...

Not to get in the middle of you 2,but i believe it was you who posted Whoever said account size doesn't matter obviously doesn't know trading. At 70K you should be able to return 50% per month, not per yr. We are talking about unleveraged returns,and i doubt you are.My guess is you are...

he has a 20 day hold on each equity,so i doubt the timing of the entry is of major consequence... Also,as he stated,his returns are largely based on fundamentals and to am much lesser degree techicals.. it appears he is a very good stock picker first and formost..What is very hard to...

Your calculation of Sharpe is off,but we can ballpark it.... Notice you are comparing a yearly Return to a monthly standard deviation....thats not allowed!! As you may or may not know,volatility increases with the square root of time,so to go from monthly to yearly=the square root of...

Sharpe of 10??? For the long portfolio or the hedged portfolio? That is near impossible with a 20 day hold.... Recovery ratio is Net return/max system drawdown.. You should recheck your Sharpe....

Thank you for your time and honesty. I happen to trade the near exact strategy,though i am a bit more derivative oriented, and your stock performance is nearly 2X my return..That is why I asked if your returns were 2x leveraged!! Would you say your outstanding performance is due to your...

i suggest you dont go anywhere near that stock....its not meant to be!!!

REI?????

Mr Alpha,if you speak the truth,let me be the first to congradulate you on a trading job well done!!!!!!!!! There are a couple of questions i have,if you would be so kind... It appears as though you are implying that you use 2x leverage.Am i correct?? It appears as you then sell the MDY...

First things first..The dividend has "no effect on an option" as it should be accounted for,ASSuming you are using the correct option model.Make sure you are using the correct model!!!!!!!!! With that said,Dan is 100 percen correct in theory,but the odds of you being assigned on the Oct call...

Havent gone thru this whole thread,but every begginging option trader as well as many advanced traders make this assumption and they are correct in their thought process,but confuse percent of spot with put vs call Remember,Volatility on the put side = the vol on the call side..That is what...