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Yes ! what a good idea. I'm impatiently waiting for this new forum. Do you want some more keywords ideas ? here are some : "heat" - "system heat" - "portfolio heat" "equity at risk" "Turtles AND position AND Sizing" "position management", Edge, "trade risk", "trading the equity...

Psytrade, Thanks for the advice. Montreal and all other canadian places (not just french speaking ones) are certainly pleasant places to live in, no doubt, but I'm not at all considering leaving France (Maybe the OP would be interrested, but it's not me). And taxes are, saddly enough...

Hi JrKob, I'm answering because I' be sad to see a compatriot left with no answer. But I actually am a salary man, hence, take my words for nothing more than just a starting point. The question seems to sum up to a fiscal question : Either you register as an individual, and you'll be...

And by curiosity I tried your numbers (with a little modification : I use the 16 of may as last date, instead of the 15, to have at least three dates (otherwise were just deleting the last addition, and computing a basic coumpounded RoR), the results are : Money weighted return (XIRR) : 8.71 %...

Sandaq, why use 31/12/2007 ? we're actually 16/05/2007, and this should be your last date. Here is a link to an example, with spreadsheets to download, etc. http://www.fatpitchfinancials.com/392/how-to-calculate-your-return-on-investment/ Hope this will help, Olivier.

Equalizer, sorry for the mistake : I may have read your post a bit too quick. For the rest you're right : Excel uses an iterative algorithm to solve for XIRR (maybe not the solver itself, but the idea is the same. My own code required 74 iterations to compute it). Sandaq: Your number look...

Second picture (Could not figure out how to link two pics at once) : the modified Dietz details :

Sandaq, This is what XIRR answers to : Said otherwise : I've deposited cash several times, at different dates; I have also withdrawn (or not) cash, at different dates. Between the first day and now, I have also made some trading operations which produced results (positive or negative...

Sandaq, As long as you wanna use Excel, Tneub gave you the answer : it's the XIRR function. XIRR computes a so called "money weighted return" as opposed to a "time weighted return". Have a look at XIRR's help in Excell, do the example given, and you'll find your solution. You''l find...

Maybe a little out of subject, but related to the system maintenance too, there is a little freeware called Sequoia which I appreciate a lot : It allows you to "view" the contents of your hardrive, and identify the biggest files. You can read some reviews at Snapfile ...

Interresting thread. Turtle soup (An attempt to fade Turtle entries) may be another example of the drawbacks of making a pure mechanical system public. I don't know however if it really worked.

1. What lang did you start with? Don't remember. Certainely was a Basic. It was on an Oric atmos (Do you remember the black and red keybord ?) Just before this one, my parents offered me a TI994A. I just remember the name of the only game I had on it : "Chisholm trail". In this time, you had...

Easy enough for somebody with an oyster's brain to succeed: you just need to open the "protected" spreadsheet with Open Office (freeware, open source). OOo's basic, and Msft one are not "compatible", so when openning an xls file containing vba macros, OOo unprotects them (and the sheet...

GTS is right about links to sites you know nothing about, and the old ChkDsk is a good advice. It is specially good for detecting bad clusters, and should be used on a regular basis. Touching to the registry is another story : It's allways risky to change things into it, and before trying a...

I was once in touch with the guys of "Rapid file defragmentor" (http://www.rapidfd.com/en/index.php) I've never used it, but it has a good reputation, AFAIK (and it uses a freeware logging component I wrote... :D ) It sells for a low price (~$15) and will do the job. However, don't...

Why don't you stay like that for now ? You're in the best possible situation : your job seems to leave enough time to study the markets, and acquire an edge, without any kind of pressure (I mean that you don't have to reach a daily, monthly or any other target, can trade whatever you want, try...

Here is it : http://www.mechanicasoftware.com/ But you wont find anything interresting there : Seems to still be under developpement... Olivier.