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  1. M

    looking for CME currency historical data

    http://tinyurl.com/d4dv8s
  2. M

    IT engineer compensation in a hedge fund

    I've noticed that membership in the IEEE seems to add about +25k extra to the job offered, initial salary when we hire IT people. And each publication in an IEEE-published, refereed journal is worth (VERY approximately!) +20k if you're the lead author, +5k if you're author #2 thru N. So if...
  3. M

    All in one printer recommendation

    I'm happy with my Canon MF4150. The print engine is LASER (not inkjet) so it's B&W output, which I actually prefer. It still scans in color, of course. B&W prints faster, supplies are cheaper, what's not to like. I bought the Canon to replace a Samsung laser all-in-one(SCX-4521), whose...
  4. M

    Multi-Strategy Money Management

    In addition to reading, I would suggest you do some experimenting too. Purchase some high end backtesting software, program it with your trading strategies, and then try out some risk-allocation ideas in backtesting. Let the books be a starting point in your efforts to accumulate ideas, and...
  5. M

    Technical studies and correlations

    If you happen to own a copy of Tushar Chande's book "The New Technical Trader", you'll be pleasantly surprised to find that its Chapter 1 is called An Abundance Of Indicators and you'll enjoy his discussion. Chande performs exactly the studies that the OP was asking about. It's not all that...
  6. M

    Trading from west coast sucks

    Maybe you're trading the wrong instruments or the wrong granularity. Have a look at the commodity futures in Sydney, Singapore, Tokyo, Osaka, Taipei, Kuala Lumpur, and Seoul. EOD data is ready for downloading at 8AM Pacific, you can take your sweet time doing the analysis (think: on your...
  7. M

    Linear or Nonlinear prediction model ?

    The trading rulesets I use, don't try to predict price. They just try to predict the sign of the first derivative of price. Lots of times they have no actionable prediction and so they say "Do Nothing - take no action." Are they linear? Well, no, not really. In the same sense that the...
  8. M

    Any futures broker can attach an stop loss to the main order for PIT contracts ?

    Instead you could cry out "I want to trade a ten-lot of the October!!! Who's got a bid and an offer??" Then you listen, pause a half-second, bite your lip for dramatic effect as you pretend to consider the prices, and then you accept the offer.
  9. M

    Are all the "common" indicators public domain?

    Have a larrupin' good time finding any two implementations of the common indicator "Sequential" (also known as TD_SequentialTM) by Tom DeMark, that produce the same answer.
  10. M

    Political Corruption is the the FASTEST way to Get Rich

    Marrying a billionaire is pretty fast too. In fact it may be faster than political corruption.
  11. M

    I can prove “Random walk theory” wrong.

    Funny! whether intentional or not.
  12. M

    Is there a way to know historically how often do we see >5% one day rally?

    Is there a way to know historically how often do we see >5% one day rally? Maybe you could download historical data from finance.yahoo.com in "csv" format, pull it into a spreadsheet, and calculate the one-day change for all days in history. Then you could pick a time interval that you...
  13. M

    Futures for longterm trends

    Personally, I haven't done your trade both ways and tracked the results for lots and lots of trades, to see which method I prefer. So I can't really help you. But perhaps it is worth wondering, if you're trying to capture big moves by holding onto positions for a long time, whether it's silly...
  14. M

    Need Good Excuse to Allow bypass through Firewall

    Your doctor told you to view sexually explicit videos every two hours.
  15. M

    Futures for longterm trends

    Why don't you try it both ways and gather some data for yourself? Put on half of your position in the near contract and roll it to the next-near, then the next-near, then the next-near, ... , as needed. Put on the other half of your position in a distant contract and roll less often...
  16. M

    The momentum Strategy

    I'm aware of several different momentum strategies; "different" means, each of the strategies enters and exits at different prices on different days. Their trades are not identical, hence the strategies are not identical. So I don't think it's quite correct to speak about "THE momentum...
  17. M

    Are there any colleges or universities that teach trading?

    Yes. There's even a preferred textbook, by Perry Kaufmann: A Short Course In Technical Trading (2003). The Preface talks about the first time the course was taught.
  18. M

    Jokes 2

    Celine Dion. Heard on the Canadian Comedy Channel on XM Radio. "Why the long face, eh?"
  19. M

    True Edge in Discipline and Money Manangement

    Try it and see. If it works you've got your proof, and if it doesn't work you've got important new data to help refine your theory.
  20. M

    Why can't I make money - when I know what do do?

    Keep doing what you are doing, and keep losing money. Eventually you will either quit, or find it within yourself to change. You won't change because of something a mentor says. You won't change because of something a random stranger on an internat chatboard says. You will change...
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