Search results

Something doesn't smell right here... the S7 and S56 have a lot of overlapping material. What were the discrepancies? What stuff wasn't mentioned? Why weren't you granted a waiver? All S7 holders (lapsed and active) were granted waivers... so I was told anyway.

Yeah, individual strat. first, then as a piece of the portfolio. If you're ever in the mood, Ralph Vince does a good job getting into some fairly neat portfolio management concepts: http://www.amazon.com/Mathematics-Money-Management-Analysis-Techniques/dp/0471547387 Vince is a good source...

Would you mind quoting some rates based on volume?

Believe it or not, my position sizing is actually fairly complex and I don't have a short answer. If you don't mind a waffling (and lengthy) response then here it is: My equity position sizing is largely due to how my system development process works. Let's assume I've managed to develop 4...

Just curious what your risk threshold was. I'm pretty risk averse in general. I do some longer term trading, but, I have yet to build a decent long term model that isn't subject to occasional directional risk. The returns are okay over a 10-20 year period, but, the drawdowns during 2000 and 2008...

Pretty weak Bill. Pretty weak. I provide a short track record from a broker a majority of people here use (its pretty much impossible to doctor that FYI), and you call it BS. Kind of a typical troll reponse, don't you think? Per the live trades, well, I have a posting history since 2004...

In terms of justification, well... I think that comes back to personal preference. I'll test just about anything given I can get meaningful results in under 1 month (live trading excluded, maybe 6 months of live before I start putting down solid cash). The fundamental concept has to be solid...

I like that question. Will have to think about it for a while. But some waffling off the top: often dreamt of having a full options database + all EPS releases going back 30 years... I have looked into purchasing this stuff and I am still a cheapskate in that sense. Building an options...

Yes... the sound of crickets chirping. Where's your s**t Bill? I really don't care what it is, just let us know that you're not all bark. Here's the thing; I enjoy discussing anything that relates to trading. I enjoy the concepts that Bill uses because I am genuinely interested in them, but...

Pick all you want. You mean sub 4% monthly? Yes, this is a daytrade account, equities only. I trade ES/YM and Treasury futures in a different set of accounts, much more return volatility in those accounts. Being at cash every night is very attractive to me, hence I am not subject to any large...

Alright Bill, Time to put up or shut up. This is the umpteenth time you've called me a loser. So, I'm calling you out. Show us your track record, or any documentation that gives you the right to be some high'n'mighty jerk. Here's one of my 100% systemic accounts. Anyone who uses IB will...

I'm always interested in backtesting. I'm sure there are many here who are interested as well. Give it a go, continue.

Hah, I'll keep quiet then. Let you finish the job. Bill's probably got me on ignore anyway. In fact, I'll often write a post, think about what I've written and then click "Delete". This actually happens most of the time as I just don't feel a need to put into words my waffling (always on the...

Do you understand what Bill is doing conceptually? I'm not asking to be condescending, I just want to throw out there that he's mining for patterns and *not testing conceptual ideas*. Big difference here. This is one of the reasons he might get offended if you mention pirates, or, question...

Maybe my own view of my own intelligence is much higher than it actually is, or, as it appears to an external party. I suspect everyone thinks similarily of their own abilities, believing their own skills are much higher than is the reality. I do remember this being a topic of a recent paper...

Very good answer to this question Murray. The only thing I would add is that the premise, or fundamental system concept is key here. For example, if you're trading an mean reversion system, volatility will impact your drawdowns significantly. Hence, your system will display some element...

Nope. Guess again.

Bill is an expert on everything! :D What? You didn't know he was the resident expert here? You're obviously one of the idiots on this site then... sorry to break the news to you.

BoWo, For christ sake, give it up already! You're so full of useless knowledge its getting sad. Do you want me to link to all your losing systems on C2, as in every system you've posted has lost money for years on end? All of 'em? After this many posts and after so many have tried to...

So you're saying 840's? Hmmm, that's down there...