Search results

Well said, a simple guiding hand should not be so hard to offer those who ask for it...... save the sermons for sunday school

steve is definetly no longer a daytrader and hasnt been for some time

Steve is a whole different animal..He is the premier trader of infomational flow....When I was at A major investment bank and he was just starting out,he was the 3rd highest commision customer at the firm.he is the best at "informational arbitrage" To put it in perspective he was up there...

i would love to know more about the EOD product.I demoed it and found it interesting but a bit difficult to implement... what makes you say its the best bang for thr buck???

Murray, I am running a modified William Oneil Canslim system and would like to import the stocks that meet my fundamental criteria.I noticed that you mentioned that you can rank by relative strength. Is it then possible in Traders Studio to run various systems on the imported data...

If you have to ask a question like that,perhaps you should think before you post...... If you are going to question someone,at least make the question worthwhile.... Perhaps you may want to ask what the returns are,how much capital is being traded,what sort of leverage is being employed...

Since you can filter trades based on volatitlity measures I assume you could position size on them as well.This should apply directly at the index level...

the underlying asset moving away from the ATM option strike ad the less days till expiration the lower the vega

The ability to create custom indicies and track/graph, backtest and optomise is essential.For equity baskets the inclusion of volume and breadth statistics must be included as well.One should also have the capability to historically correlate the custom index to other indicies/equities. As...

What I meant to say,is if you look at the 103/106 call spread,the 103 strike trades at a higher vol than the 106 strike...For argument sake,lets say the 103 trades at 15% and the 106 trades at a 11.5% vol..The spread itself may trade for 1.20. When i say a flat vol,i wasnt very clear.I meant...

Can someone please tell me a bit about "intermarket" analysis offered by TradersStudio and what it entails??? Murray,are you planning on having the capapbilty to create a custom equity index in tradersstudio that one can chart and backtest?

If you dont mind,I have a question for you and anyone else regarding trading the skew in the S&P 500... As we know the implied option vol has a positive slope as you move from 100% spot -90%-80% and so on.....Conversely,when you look at the strikes 100%-110%-120% of spot the option vol slopes...

That is something you need to tell us... I assume your models convention is for a net 1% change on vol..i.e,vol going from 40 to 39.. Some people look at a 1% vol change as 1% x 40 =.40 I am fairly certain the first measure is what you have.. Do you know what vol you are short?? Do...

You can be fairly confident that after a market decline where implied vols get pumped,should the market rally,the vols will get crushed.....You benefitted from that Also,was your delta being calculated off implied vols or a flat vol? And most important,it appears that your position is...

I am not a user of TradersStudio(yet),but i can attest that they have been very responsive to any questions I have directed....

IMHO,i would take a look at the journal Spydertrader began relating to jack Hersheys methodology..Its a great thread.... If you follow along dilligently,you will get a very god feel for the work and effort that goes into a trading system

I would also appreciate any responce regarding Anandas post and and if Traders Studio has simialr features

If any "non quant programmers" are using tradersstudio,i would love to hear your thoughts.. my main concern is how "intuitive" it is to program..I have used AIQ and Tradestation with out a problem,but recently took a look at AMIbroker and felt I may be in over my head..... My needs are...

Can one create an index in Wealth Lab and perform backtests on the index itself? I know in AIQ i can tale a basket of stocks and create an equal dollar index and perform backtests and simulations at the index level. The problem is they have very limited position sizing,money management...

One additional feature I am interested in. I am running a realtive value/long short equity fund and would like the capability to create portfolios and then perform simulations/backtests on the basket itself. in essence I need to create an index to backtest. I tend to trade portfolios...