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seems that this would come to an academic thread. ;) I'm not smart enough for that, but looking forward to an interesting discussion. I've done a bit research with position size but without all this numbers. I'm only interested in how the equity curve of the portfolio looks like and the...

Inandlong I got you right on your suggestion. Probably my answer wasn’t right formulated. I don’t want to throw away what I know about charts but want to add a few fundamentals and combine it. Good fundamentals and buy if the chart looks good and hit a new high or what ever. Axeman I’m...

inandlong thanks for replay. I agree on the chart thing but as I'm coming from watching the chart all day long I want to look a bit over my border line. It's hard to look on 100 year Dow Chart and say: "He buy and hold is the poorest thing you can do" Course, when I look on a 5 year...

I know in the environment of ES scalper this is may be the wrong place to ask - but let me try. I am currently reading Richard Bernstein's Navigate the Noise and I am impressed of his ideas to select stocks and information to probably beat the S&P. I know this may sound like: "If i use...

EURUSD 4 USDCHF 5 EURCHF 7 EURGBP 5 EURJPY 5 right now and good numbers for the average, spread is ok IMHO

I have a mini account with refco and I cant sell the ask. I don't know how this thing - what ever it is - is working. An other topic is that if you are using 3 different dealers you will have 3 different high low prices on the last 20, 60 minute bars. Mystery thing overall, for me...

try it, open a mini account for just 300 bugs and sell the ask. If you can do it I will change to what ever dealer you are using but i doubt that you will find one.

how will you do that? If you are talking about the forex dealers spot market or what ever it is where you get commission free dealing and do not trade the future at the CME or so, you can't buy at the bid and sell at the ask. I have this problem with my system when I want to sell for...

great link thanks a lot

Hi where do they make money In the last few months I started my research on currency trading as it seem to best traded with trendfollowing technics and this will give me a good diversification. So I have a question... Where do forex (spot) dealers makes there money. As we all know...

I use an Acer book. If I want to use it plugged for the next 2 or 3 days the manual suggest to charge the battery full and remove it from the book. But as ArchAngel mentioned it depends on....... Ask your manual or call the service line. Good trading

Hi Use the search function in the upper right of the page. One or two years ago there was endless discussions about this topic. With Don, rtharp, pretorian and all the other smart guys. Short IMHO: If you trade liquid markets like the e-index futures or e-fixed income, use very...

Interesting numbers you brought up JT! So IF and there average yearly profit >= there average yearly max draw down and they shut down there trading if they reach max historic DD *1,5 or 2 then you are on the secure side if you can diversify you portfolio in many CTA's and let the money...

Man when did the max DD occur? Let me guess you catch the falling knife with your system don't you? Let me guess further the max DD occur the first few trading days after 9-11? Have you tradet the first days after the has markets reopened? I thing regardless when the max DD...

Ok. I've done a week testing indeas of equity market neutral trading. It's far not that easy as I thought at the beginning. The whole thing stand and fall with the calculation of relative strange and weakness to the Index the stocks are in. The best thing I found so far is a very...

I don't think he is totaly against it. He just said this is voodoo economics - tax cuts that may not help the economy much..... Tax cuts for the rich ones....

Thanks guys for all your responds Yea thats the risk that my strategy is over optimized or for any other reason do not work further in the future. It's the same as in other styles. My experience with institutions is that they first look on the RISK and second on the sharp ratio or a...

thx man for answer. My information on LTCM is based on "Hedge Funds" Die Köngisklasse der Investments by Marcus Friedrich /Dietmar H. Bahr published by FinanzBuch Verlag p 38 - 51 and Roger Lowenstein, When Genius failed p 234 ff Maybe my statements are wrong because I do not...

Do short positions gain when long lose money? As correlation calculation shows +0,8 because both strategies on its own are profitable I did a few simple calculation to find this out. Caclulation on Daily Equity Curve. 1185 days when the long positions gains compare to yesterdays close...

MarathonTrading Thanks good point. But I currently trading other equity long short strategies and when I compare equity market neutral to my strategies from the risk standpoint it sounds far better. LTCM There were a lot of problems with LTCM outsinde of the usual market neutral...