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A group of 2300 (two thousand + three hundred) people are selected at random. What is the probability that at least one person in the group was born on January 1st, AND at least one person in the group was born on January 2nd, AND at least one person in the group was born on January 3rd, AND...

Two markets that are highly correlated, are the US Dollar Index futures (traded at FINEX) and the EURIBOR futures (traded at LIFFE). Their correlation coefficient, from the Correlations page of www.csidata.com, is -0.977. If they began to "de-correlate", that would mean they stopped moving...

A guy posted some test results of an unusual random-entry, random-exit system. Its similar to flipping coins. You randomly choose a trade entry day and you randomly choose a trade exit day. But you don't randomly choose a trade direction. 1. Use a pair of moving averages to determine the...

Employing Bollinger Bands as a mechanical system, to trade a very large portfolio of futures markets, yields quite pleasing results. Attached is a system test showing a ten million dollar account (i.e a very small Fund) trading 86 markets using Bollinger Bands. System rules are: 1. If flat...

It is a shame you haven't learned how to use the "Delete" button.

Yale University has had spectacular success growing its endowment, by carefully selecting external managers to invest their funds. The head allocator at Yale wrote a (book) about the reasons and the Yale methods. If you are truly interested in learning why (and how) anyone would turn over...

You asked a very general question and this is a very specific answer. It's specific to one of my favourite mutual funds, VFIIX (Vanguard GNMA Fund). BB(20) is in the top panel in red, and the distance between the upper band & the lower band is in the bottom panel in fuschia. Hope this helps!!

One of my friends is a member of a card counting team that plays blackjack in the western US: Las Vegas, Reno, Tahoe, Indian casinos, etc. He says team play is advantageous because in blackjack the edge is so small and the variance is so high, that a single individual playing alone would need...

Just using the plain old momentum indicator to determine the trend, and then only trading with the trend, seems to help quite a bit. Momentum indicator = Close[this bar] - Close[N bars ago] I applied long term momentum (approx 9 months) to a shortterm / intermediateterm system, restricting...

I wonder whether several threads within a category can all have the same name? For example, here at Forums >> Direct-Access Brokers >> Retail Firms can there be three, four, or five threads all named "Quick Question" or "What is the best broker" or "Please Help" ?? Or, is it...

I wonder why DE Shaw and Winton and Campbell and Crabel don't reveal their profitable strategies? Here in this thread I have learned that it would be harmless and insignificant to their own trading, but would provide them with the huge benefit of enhancing their spirituality and altruistic...

You got filled at your price. End of discussion. Whether some other party did or did not make a profit, is none of your business.

If you are under surveillance, fuck with their heads. Go to the computer surplus store / junk bin and buy a dozen old used hard drives. Following the handy instructions in the previously referred "flamethrower" video, remove the magnetic disc platters from these dozen junkers. Takes about 20...

If it's important to you, it's probably important to a lot of other people too. Why not start a business (just as Baron started ET) to provide a free, advertiser-supported website that gives people on-demand historical TA? You'd get the historical TA website you want, AND if a lot of other...

Drill a couple holes in the drive, including drilling through the middle of at least one IC chip visible on the circuit board. Then put it into a Ziploc plastic "freezer bag", lay it on a cement floor, and smash it a half dozen times with a hammer. Then put the mangled drive into a plastic...

Inputs: MavDays(15), BandWidth(1.5); Vars: MyMiddleBand(0), MyUpperBand(0), MyLowerBand(0); Vars: MyProprietaryVolatility(0); MyProprietaryVolatility = MyVolatilityUserFunction(High, Low, Close, MavDays); MyMiddleBand = WAverage(Close, MavDays); MyUpperBand = MyMiddleBand + (BandWidth *...

Trendfollowing is not "Portfolio Management Theory", it is a simple method of choosing when to enter and exit trades. You can apply it to a single instrument (e.g. the USD/CAD forex pair) if you wish; you can follow trends without having or managing a portfolio. Trendfollowing requires two...

Maybe if you are interested, you could write a little program that simulates people (or "expert advisors") who trade at random. Then you can calculate the efficient factor of these random traders and construct a probability distribution of the efficient factor. Perhaps 20% is 4 standard...

Truth be told, the 10B is a better bond calculator. For serious quant work, I switch to the 11C which is marketed as a "Scientific" calculator.

Nine trades seems like a terribly small number. I am more accustomed to seeing >8,000 trades in a test of a mechanical system, for example this one.