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  1. M

    Jokes 2

    Nope. If you don't plan to accept delivery (if you plan either to exit the position before delivery, or to roll it over into a farther-out month), it ain't your problem. And if you do plan to accept delivery, you are protected by the exchange's Specifications For Delivery. One of the benefits...
  2. M

    F**King Efficient ??

    What about this? http://www.elitetrader.com/vb/showthread.php?threadid=13204
  3. M

    Optimizer differences - Mean Variance Vs Expected Utility

    For those who want a more in-depth (mathematical) discussion of Utility than you find on Wikipedia, may I suggest Y.K. Kwok's home page at the Hong Kong University of Science and Technology: http://www.math.ust.hk/~maykwok/ Specifically the course notes for Fall 2005. I've also attached the...
  4. M

    Optimizer differences - Mean Variance Vs Expected Utility

    Have you read the Wikipedia explanations of Utility? In essence it is a concept that economists invented 200 years ago, to help them fix a hole in their theories. Economic theory predicted that in situation S, people would exhibit behavior B. Except, in that real situation, people didn't...
  5. M

    Algorythmic trading. f***ing efficient.

    Thread title is misspelled, the letter "Y" does not appear in the ad.
  6. M

    What strategies do hedge funds use?

    It's all written down in a book. Every strategy that every hedge fund manager everywhere uses, is completely laid bare and thoroughly discussed. There are no "secret formulas" or "proprietary systems" or "well developed human instincts", just this one set of strategies in this one book, which...
  7. M

    A forum to save images in

    ib
  8. M

    How to protect my account against F/X-loss

    Other traders have struggled with the question, their thoughts may help: (link1) (link2) (link3)
  9. M

    The Buffett Plan For Reducing The Trade Deficit

    Old news, is it not?
  10. M

    A forum to save images in

    wb
  11. M

    Why so many amateur traders trade only against the main trend?

    Why so many amateur traders trade only against the main trend? Because they think it's a good idea.
  12. M

    Best backtesting optimization software?

    see also http://www.elitetrader.com/vb/showthread.php?s=&postid=1943592&highlight=software#post1943592
  13. M

    CPO startup

    Just in case you might happen to encounter a drawdown one day, I recommend you keep expenses low enough so your business can survive on the annual fees alone (i.e. the "2" part of 2-and-20). You might hit a period where you're below the HWM for 9 or 12 consecutive months, and not earning profit...
  14. M

    If you are a CTA, what option you use to calculate ROR?

    In practice, this is a question that the CTA asks when hiring her accountant. Typically the accountant will offer some but not all of the ROR options, and will gladly tell you the reasons why. Sometimes the accounting fees are different for the different ROR options. The CTA chooses the...
  15. M

    Help regarding “Pooling of Money by Friends and Family in Trading”

    Why not hire Mr. Murray Ruggiero as a consultant? You already have tremendous respect for him. He can give you the benefit of his many years of experience, and provide advice plus seasoned judgement in such matters. What he might charge for consulting like this, is a private matter between...
  16. M

    Looking for: basic black scholes: option pricing and trading book

    Have you tried "Edward R Hamilton, Bookseller?" http://www.edwardrhamilton.com/
  17. M

    Tharp "Position Sizing" trademark refused

    Maybe Van Tharp's lawyers haven't told his webmaster that the Trademark application was refused?
  18. M

    Acronis Trueimage can't help...any other idea?

    I'm surprised. The backup software I'm using has a feature called "Source Files Exclusion" that lets me give a list of folders and/or files that should not be included in the backup media. See the bottom panel below -- notice the green check mark and the "Add" button at lower right. I'd...
  19. M

    How do you get rid of yellow jackets?

    The hardware store will sell you an aerosol can of wasp and hornet killer. It has a special nozzle that shoots a straight stream about 30 feet. You have your choice of products with different main ingredients, either petrochemical or "natural". The "natural" one is concentrated oil of...
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