Search results

  1. B

    100K to 133.14159K in 361 Days

    Trades for Friday: A) $20000 to SOPIX (short). B) All funds to cash. C) $8000 to SPPIX (short)
  2. B

    100K to 133.14159K in 361 Days

    Trades for Thursday: A) All funds to cash. B) $10000 to cash. C) All funds to cash.
  3. B

    Dilemma in modeling idiosyncratic high-frequency noise

    OK. I was hung up on your usage of the term 'noise'. Can you develop a model that uses the residual to trade across multiple markets?
  4. B

    Dilemma in modeling idiosyncratic high-frequency noise

    Hook N. Sinker previously alluded to this question: Are you sure that your detrending algorithm is pulling out all of the signal? Or: Perhaps you started your study with a definitional preconception that wasn't entirely accurate. You may have to adjust your definition of the 'residual' as...
  5. B

    Dilemma in modeling idiosyncratic high-frequency noise

    Any discernible periodicity?
  6. B

    100K to 133.14159K in 361 Days

    Trades for Wednesday: A)$10000 cash to SOPIX (short) B) No trade. C)$10000 cash to SPPIX (short)
  7. B

    How's that Bond Short working out for ya?

    Not as shitty as initially reported. :cool:
  8. B

    100K to 133.14159K in 361 Days

    Trades for Tuesday: A) $25000 to SOPIX (short) B) No trade. C) All of SPPIX to cash.
  9. B

    100K to 133.14159K in 361 Days

    Math mistake. Make that $10000 cash in account B.
  10. B

    NDX EOD w/ BLB

    A new journal has been created. This one is now defunct.
  11. B

    100K to 133.14159K in 361 Days

    Starting capital: 100K "account" at ProFunds. Starting capital split into 3 "sub-accounts": A) 55000 dedicated to trading 'Nasdaq 100' based funds. B) 30000 dedicated to trading 'Dow Jones U.S. Oil & Gas Index' based funds. C) 15000 dedicated to trading 'Dow Jones Precious Metals Index'...
  12. B

    NDX EOD w/ BLB

    Trading ProFunds as before. Starting capital split into 3 "sub-accounts": A) 55000 dedicated to trading 'Nasdaq 100' based funds. B) 30000 dedicated to trading 'Dow Jones U.S. Oil & Gas Index' based funds C) 15000 dedicated to trading 'Dow Jones Precious Metals Index' based funds. Money...
  13. B

    Real long term US house prices

    http://www.lesjones.com/2008/11/25/inflation-adjusted-us-house-prices-1975-2008/ Here's a couple graphs, but the corresponding values of the two graphs don't match.
  14. B

    How Obamanomics will bring us to prosperity!

    +1 'Corruption as economic policy' is a drag on the economy as well.
  15. B

    2008 was ________ ?

    Let's cut to the chase and give 'em your address. http://www.nextleveltrading.net/
  16. B

    My name is Kennedy and I

    With great regret, I find myself siding with Pabst on this one.
  17. B

    A lot of people on EliteTrader will beat the market… here is why

    Perhaps the 'insurance' is chronically underpriced. I think the key here is not that people are underestimating the impact of black swans, but the frequency. If the two above factors are in fact true, then making money could be 'automatic'. The difficulty would lie in waiting out the...
  18. B

    Characteristics of a Successful Trader

    A successful trader treats a paper profit as a paper profit & a paper loss as a real loss.
  19. B

    How's that Bond Short working out for ya?

    Holy shitty call Batman!
Back
Top