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my 2 cents the gold mkt is not maliciously manipulated, it's manipulated in the same way any market with big players is manipulated. the day to day action is clearly dictated by small traders whipping it around, but the long term prospects are determined by the central banks, the producers...

I'll add to this. It's not enough to back test a system in Tradestation. That only reveals the system's metrics, but not it's character. You have to go through the backtest trade by trade and total up the P&L as you go along, taking care to observe the changing market conditions in which...

Just curious, how many members of ET work part time and trade part time? This excludes those who work full time and trade after work, but includes those who have made significant adjustments to their working lives so that they can trade. And for those who do it - what percentage of your...

Out of curiosity, what do you trade and what style do you trade?

Pardon my ignorance but what is the FESX?

Cutten, I thought you were going to be trading big macro moves? Russian equities are melting down. MTMS 4900 is a possibility. I'm spread a little thin, so I'm studying a short position in CEE.

I don't have the stats, but I believe the answer to 1) is 13% The stats should be available from the relevant state dept

I think a passport from EU, Switzerland, Monaco, Hong Kong or Singapore would be ideal :)

Just curious, do you know if the Europeans trading from the Bahamas are able to set themselves up so they pay no taxes? Thanks!

Interesting, I didn't think about bootstrapping vol. :) Learn something new everyday. Could you perhaps sketch out the broad ideas behind a term structure of vol? Thanks.

jansen_ja is right - skew traditionally refers to the difference in IV at one point in time over a variety of strike prices. jansen_ja is trying to do something with the calender spread in vol. I'm not sure what it is, but it does sound interesting. if 6 month vol is priced at 60 and 12...

Just a theoretical perspective ... ... the main danger of ramping up size in a profitable system is increasing the damage of blowout when a "black swan" occurs, or when you hit a "perfect storm". I would try to understand what are the "perfect storm" conditions (every system has one...

Sounds good Chris. btw - I have the greatest respect for your trading skills. FWIW, the 6 peak to troughs I identified are as follows. #1 3/3 to 3/12 7 days 65.75pt #2 3/21 to 3/31 6 days 55.75pt #3 6/17 to 7/1 10 days 55.50pt #4 7/13 to 8/5 4 days 45.75pt #5 9/19...

I want to throw this out to see how realistic this sounds. $50,000 account Assume living expense are taken out of a separate account. Would you expect to be able to generate $75,000 of income before taxes each year?

for those interested, here is the underlying data for the Oct 31 YTD vs Oct 31 to Dec 31 comparison of price performance in the S&P 500. It's an interesting time period to study, I think, because it starts to capture how the market looks back at the YTD and then proceeds forth at a...

I'd love to come.

Hey, Coincidentally I did that analysis too recently and it's pinned up on my wall :) From Mar to Nov 2003, there were 6 significant peak to troughs bear corrections, btw 7 to 16 days in a bear campaign of abt 40-50pts decline.

Hi there Surf (I like your work), Thought I'd drop in on your thread and mention this. I recently made the following analysis on the S&P going back to 1950 a) if Oct 31 YTD price performance >10% b) what is the price performance of Oct 31 to Dec 31 The results are not pretty -...

.... and raised it in another thread. http://www.elitetrader.com/vb/showthread.php?threadid=24316 :) Damn manipulators .... why can't I be one of them?

Well, this is simply not the way the capital markets work. It's clever, in a hand waving sort of way, but clever doesn't cut mustard when it comes to getting the attention of cold hard cash.