Search results

  1. E

    Stop dealing options

    I'm told selling is where the smart money is...
  2. E

    Non-resident vs. citizen

    The only way many of my land developer friends live virtually tax free is to keep properties fully financed and live of off their net worth as loans are not taxed. Then they just take an interest expense deduction.
  3. E

    Non-resident vs. citizen

    Metooxx, I thought you still had to pay taxes from the bahamas still?
  4. E

    VXN & VIX entering new trading range?

    Agreed, the vix hasn't been here since jan 10th just before it dropped and the market is fairly complacent. We'll see if we can stay above the 200 day ma.
  5. E

    Problems with McMillan's Method

    How are you calculating the probabilities of hitting the break even violation for you?
  6. E

    Hawaii

    You folks are making me home sick, raised in Kailua/Kaneohe. Good luck in HI.
  7. E

    Hedge funds

    Thanks for making the info available wes. That is exactly what we did it has worked well. Running a hf can be tough but rewarding. It is also, as others have said, a considerable responsibility. I've found it is increasingly difficult to raise money in this environment and most high...
  8. E

    Mechanical ES system

    MA systems work at best very short term. They typically win 33% of the time and have a 1.2 profit factor. You could instead of having different inputs for the long and short signal merely have a trend filter. I know it has been asked several time, do you have a backtest report?
  9. E

    Mechanical ES system

    Absolutely.
  10. E

    Continuous futures contract on TS2000i

    Download sp data from traders2traders.com. The data is already back adjusted.
  11. E

    Aaron chat

    I'd have to agree. Small positions and diversity is key. A fund stop loss helps also.
  12. E

    TradeStation Problems 4/7/03

    Same glitches for me, first time this has happened though.
  13. E

    Aaron chat

    Aaron, thanks for all the great input. If I'm understanding correctly you have been able to become part of an emerging cta fund and have institutional money under management. With a relatively young fund, how did this come about?
  14. E

    Elite brains, your input is desired!

    Tradestation is greatly preferred because they maintain the data.
  15. E

    Organized Systems Sharing

    That is correct. Again, I think your vision has merit and will come to pass if you stick to it.
  16. E

    Organized Systems Sharing

    Your idea has validity but the structure may need to be evaluated. I've set up a few alliances and they take time and the signing of nda documents. They also can take a formal company for the participants to assign loyalty to. Typically, as you elluded to, everyone has to have value to...
  17. E

    Is this a good equity curve?

    axeman, what is the maxdd for each system and what is it for the combo of all three? Why do they trade diffeent contract amounts?
  18. E

    Organized Systems Sharing

    You will need to get a third party set up of which rhina is one of the most expensive. Push pop will work to some extent also.
  19. E

    Trading Book

    Glad you are enjoying it as it was fun to write. Are any of you trading your systems now?
  20. E

    Trading Book

    I've been told fixed ratio position sizing is better than fixed fractional. I'd have to say fixed ratio is only prudent if the account is for an individual and not a fund of some kind, but it is up to the trader.
Back
Top