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there's a poster by the name of acrary on ET. unfortunately for people like you and me, he's left the site for pastures new. on the bright side, his posts are still here. highly recommended reading. his journal on system development, linked below, might answer a few of your questions...

Out of Control - Kevin Kelly http://www.amazon.com/exec/obidos/ASIN/0201483408/ref=nosim/kkorg-20 and/or http://www.kk.org/outofcontrol/contents.php

http://www.cbot.com/cbot/pub/page1/1,3248,432,00.html Free market depth for the mini Dow on the CBOT website.

The question is intended to promote discussion.

*The context is systematic trading. *The variable in question is holding period per trade. *Let's define short-term trading as holding an individual trade between 0.5 to 2 days. We can define long-term trading as holding a given position for 1 week to 3 months. What do people perceive as...

OK, understood. Regarding edge vs character, I take it as non-random fat tails vs observable but unpredictable fat tails. Acrary said he'd been trained to trade with pseudo-random entries in the begining of his career. According to him, these trades broke even on the chop and paid him on the...

Rather than move 1hr down to 30mins, would you consider moving 5mins up to 10mins? I remember reading an Acrary post on the intraday trendiness of the S&P. He was of the opinion that the market didn't start trending until one looked above a 30mins timeframe. For interest, here's a trend...