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thanks for all your input ufo12 Yea man seems to be the expert - hope he will respond to this thread. I've already read all his posts but they where mostly on pairs. I've done many tests on many portfolios. The one I showed above is on the Dow 30 Stocks and a few big caps more...

Market Neutral Equity Trading Since I visit http://www.hedgefundindex.com I am impressed of the risk reward ratio that Equity Market Neutral Trading seems to offer. Performance in 9 years 159% with a max DD of 3,5% on a monthly basis. RR 45 This means yearly around 3:1. More then...

It's not easy to say as there is no regulation where all hedgefunds have to go and say - "He here I am and I do this... " but check out this links might be helpfull: http://www.hedgeworld.com/ http://iasg.pertrac2000.com/ManagerDatabase.asp?SFLD=1 http://www.vanhedge.com/...

I was wrong on this bevore but when I CLOSE out a long position I do not sell short because I own it. So uptickrule do not apply to an SELL not Sshort order MOO, MOC or normal market for a stock that I own. http://www.sec.gov/answers/shortrestrict.htm So what is a "closing" SSHORT...

May be a good time to start an investment at schindler fund!!! When you have an equity curve with a positive expectancy its a good idea to add or start below the linear regression line. 30% DD when you can trade 90% a year is 3:1 still an amazing Risk Reward for a hedge fund. cheers

man thanks for your work on this.... I was using SP Future Data 82 - 99 not the best years as I've seen in your results. Just one question: is the S&P Future after slippage and commission making money???? A lot of trades with this strategy...

2nd performance report

Can anybody rebuild this results? I am very interested in finding anything that works trendfollowing the S&P on a short term basis using EOD Datas. But I can't bring up any positiv results using strategies described above: I've used following TS 2000 code: if average(c,2) >...

FishSauce interesting topic..... I am curious if someone can beat the market by picking stocks consistently ..... Beating the markets is indeed a hard task to do WITHOUT anny restrictions. You have a lot in your competition against Excel. I cant use stops, can only trade on monday...

absolutely - if you don't like drawdowns put 3/4 of the money into fixed income. But I see another problem - "What you see is what you get" - as a rule of thumb with hedge funds the average yearly outcome is the worst draw down that a fund has. There are only a few exceptions such as...

my systems i would like to swap with good other systems: Trading dax short term 15minutes or so http://www.geocities.com/nysetrading/dax Trendfollowing http://www.geocities.com/nysetrading/trendf/ Looking moste into neutral trading - not particular pairs trading more into buying...

So we will see bullmarkets again as soon as this era ends :D Where are the time cops to bring him back?