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I think the forums at wilmott.com may have tons of info that would help you. For example their "Brainteaser Forum" contains quite a number of posts with titles like "Interview Question from Goldman Sachs", where someone discloses a question that stumped them.

Here's a very advanced concept: you could perform some experiments yourself, measure your results, and formulate your own conclusions. You could make yourself a 3-column spreadsheet in which column A is BarNumber (or "date" if you prefer), column B is Price, and column C is exponential moving...

Get Charles Cottle's book Options Trading - The Hiddel Reality. He tells you what options marketmakers do to protect themselves from unforseen gigantic price shocks: Get long the wings! "Wings" is a term nicked from options butterflies and condors, meaning the far Far FAR out of the money...

I'm presently trading these Index futures: eMini S&P, eMini Nasdaq, eMini Russell, EOE (Amsterdam), All Shares (Johannesburg), CAC-40, Dax, Dow-30, FTSE-100, Hang Sing, Topix, Ibex-35 (Madrid), Nikkei, MSCI Singapore, MSCI Taiwan, DJ EuroSTOXX, DJ STOXX-50, Aussie SPI-200, Canadian S&P-60, and...

Here are some traders & ET members who say they are making money without taking risk: http://www.elitetrader.com/vb/showthread.php?s=&threadid=120395

Delusional trendfollowers. Mindless trading using "rules" rather than intellect. Pah! The Chair will be proven right in the long run, just you wait and see. http://tinyurl.com/5hdfth http://tinyurl.com/636h2u

Original poster asks: "money management based on equity curve, is it possible?" Of course it is possible. Whether you will be pleased with the results, or not, is a matter of individual preference. You might wish to use Google to find a published study by market wizard Tom Basso, in which...

Vice President Dan Quayle made a similar ERROR and was forever remembered as an idiot.

how do you define "efficiency" ?

I think it would be preferable to ask, How do I define the "efficiency" of one indicator? Once you've defined "efficiency" in a quantitative way, measuring it is a small matter of programming and historical testing.

http://www.startribune.com/opinion/commentary/11149646.html

Thinking of fading the down move in Feeder Cattle.

Type your query search words into Google's input box and click "Google Search". The results of your search are, themselves, a new web page. Like all other web pages on God's green earth, this web page of Google results has a web URL, displayed at the top. You can copy-and-paste this URL into a...

If you test your system on tradeable index products like ETFs or stock index futures, the results may please you. As time passes and you test lots of systems on lots of tradeables, you might discover that your systems work best on (asset class 1), not so well on (asset class 2), and really...

Raid 0 is a damn good thing for strategy backtesting and optimization, which read tons of large files very often. But then, SSD is even better.

We have seen your post at http://www.elitetrader.com/vb/showthread.php?s=&postid=1765508&highlight=Aikin#post1765508 and are eager to read your review. Then perhaps you can mention the sections that you feel require further clarification.

http://www.amazon.com/Foreign-Exchange-Markets-Frontiers-Finance/dp/0471348988/

Prices of the commodities "Live Cattle" and "Lean Hogs" are not hitting new highs almost every day.

Renaissance Technologies seems to trade futures and stocks, intraday, with tens of billions of dollars under management. And it appears that they are relatively successful. You could consider that an existence proof: yes it is theoretically possible, yes it is actually occurring right now...

Very well, since you asked for ideas and suggestions, here is one: Run a correlation study between indicators A and B. A is your kinetic energy indicator, and B is the DOBRR (Dumb Ordinary Boring Range Ratio) shown below. Run the correlation to see just how much A and B mimic one another...