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One cannot help but notice the similarity of your formatting and punctuation, to that of the slut-whore "cRaCkHoUr" in the posting mentioned below. http://www.tradingblox.com/forum/viewtopic.php?p=18515&highlight=main+discipline#18515 With best wishes and maximal fond regards for all, H.

Hey that is pretty cool! The person who used to post as userid "vegasoul" is now posting as "capitalMan", and she has pointed us to the IASG performance report of the Vegasoul commodity trading advisor. Thank you! Here is the geneological ancestry of vegasoul -> capitalMan. Post1 quotes...

I think it would be extremely difficult to manipulate the market for U.S. Treasury Bills. Now that Jay Gould is dead and buried.

I've only seen one of the trading systems he sells, the Pork Belly system. In my opinion it is severely over-fitted. It was developed and tested using a five year price history, which generated only 42 trades. The system has seven parameters. Testing did not include commissions and slippage.

Maybe the books by William Eng might be useful. One of them is http://www.amazon.com/gp/product/0884629201/

To my great surprise I found out that my post on Elite Trader has been lifted by Mr. Michael Covel and used to advertise his book (!) on amazon dot com . Here's the post http://www.elitetrader.com/vb/showthread.php?s=&postid=1035725&highlight=frequent+AND+valid+AND+author#post1035725 And...

Look in the classified ads in these magazinesTechnical Analysis of Stocks and Commodities Futures Active TraderAll of them carry ads by programmers-for-hire who will gladly write code for you if you pay them. Look for the names Okorofsky, Tennis, Tremelling, Arps.

Monitor the Fair Value of the S&P futures. When it gets severely out of whack (you get to define "severely") buy the SPY and short the futures, or vice versa. When it gets back to Fair Value, unwind the trade. Rinse and repeat. No charge for the advice. Your mileage may vary. Objects...

"How I separate signal from noise" is to use proprietary indicators called the B line and the O line. But I'm not going to tell you HOW these indicators are constructed. That's proprietary.

Perhaps a book or two might contain some fruitful ideas. If you're trading Forex, perhaps Horner would be a good author to look up on Amazon dot com's Advanced Search page. If you're trading futures, LeBeau. If you're trading stocks, Kaufmann. And if you're trading options, Gallacher.

It may well be true that "trend trading" (which after all is part of the title of this very thread on ET) is one of those lightning rod ideas that brings out the stiff-necked polemecists in the crowd. You can have your own opinion about it and your opinion very well may be true in your...

Don't forget to figure out the risk vs return profile of "Buy And Hold For The Long Term", which is the appropriate benchmark for comparison (according to Efficient Market Hypothesis believers). When you run the numbers it's actually rather startling. At least it was to me.

A frequent (and valid) criticism of the book Trendfollowing is that its author often says the word "trendfollowing" when in fact what he means is "mechanical systems trading" in general -- forgetting that there several major classes of mechanical systems, only one of which is trendfollowing...

Check out the folks at Meyer Capital Management who also happen to be located in Barrington, IL. A fully mechanical-trading-systems CTA with a pretty good track record. http://www.meyercapmgt.com/ Almost certainly they can give you some leads.

One thing you will find on David Druz's website is an explanation for why he closed down his trendfollowing fund at the bottom of a ~50% drawdown, then re-opened it two and a half years later. You won't find that on Bill Dunn's website.

Here is a list of markets sorted by "dollar volatility of a one-contract position". The most volatile is the JGB (Japanese Government Bond, traded at the Tokyo Stock Exchange) and the least volatile is the LIBOR traded at CME...

Maybe I can put you in touch with Steve Miles. Send me a pm.

I am pretty sure they will still sell you a copy of DOS based Trading Recipes. Have you asked? http://www.tradingrecipes.com/order.html

Robert Pardo's book includes a measure-of-system-goodness that he calls "Percent of Perfect Profit." First you calculate the equity curve that would result if you bought the low of the bar and sold the high of the bar, on every bar. That is the "Perfect Profit" equity curve. Then you compare...

http://www.euronext.com/trader/contractspecifications/wide/0,5786,1732_200498129_____1_474931970,00.html http://www.duke.edu/~charvey/options/gi/sterling.htm