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  1. M

    Returns and Drawdowns in Trading

    A >5 annualized return/maxDD ratio is exceptional. Anything >3 has my interest. Once the raw numbers have been attained leverage has a direct relation to return/risk.
  2. M

    Eur/USD

    Nah. ET is full of currency traders who want the magic system and plan on retiring in a few years with starting stakes of a few thousand dollars :). As for me, I am flat at the moment. EUR/USD did temporarily break a major support point but it quickly bounced back (for a tiny profit before...
  3. M

    riskarb's trading journal

    One hell of a trade B :). Whatever you and your statistician is using is working.
  4. M

    Eur/USD

    Looks like COT reports show further bearish bias in the EURUSD rate with the US Index staying about constant. Commercials increased their bearish EURUSD bets while the specs increased their bets on bullish EURUSD bets. Key reports to look out for would be CPI and PPI. Bernanke, I believe...
  5. M

    Greatest swing/position trader(s) in the world

    He had 5 years of triple digit returns and never had a down year while managing billions in capital. While Soros et al. had to downsize significantly he never had to (although PTJ never managed 22 billion like Soros at his height did). Other than that he was able to manage his firm to...
  6. M

    Greatest swing/position trader(s) in the world

    Paul Tudor Jones. I don't think I have to say how successful he is. You also have guys like Kovner, Bacon etc.
  7. M

    Systematic US Equities Investing

    Pepper John> Here is an article on AQR. Essentially value with momentum although they have apparently figured out a method to value entire countries. Pretty interesting actually. EDIT: Apparently I can't update the article. I have uploaded it here for a few days...
  8. M

    Systematic US Equities Investing

    Well in the strictest sense, volatility typically rises in anticipation for the earnings announcements before decreasing after the event. After that its a gradual increase again. So in a sense that is a cycle. Is that what you meant or is there an even greater meaning to it all :) ?
  9. M

    Systematic US Equities Investing

    Thanks for the compliments. No, I am not paid by clients for this and overall this new foray into equities is a net negative one (for my account). I understand your concerns about equities but I still find the field to be interesting which is the reason why I still like to play with it. Its...
  10. M

    Systematic US Equities Investing

    I am still here. Not much to do when there is a once a month rebalancing model lol. ecritt> Yes all those were taken into considerations. I just took a look at the universe and one of the stocks, World Airways, which has changed its tickers from WLDA to WLDAE to WLDA.PK (at the moment) has...
  11. M

    Trader P/L 2006

    RM>Thats just ridiculous (in a very, very good way).
  12. M

    Eur/USD

    Yet another nice looking downmove with the rate stopping its decline at the Support level outlined in the weekly report. Went short at the break of the 100EMA on the H4 as I had noted before (entry: 1.2789, initial stop: 1.2825), trailed stops as it went down and was taken out at 1.2661 for...
  13. M

    Eur/USD

    Nice downmove on the EURUSD. Its at the 100EMA level on the H4 timeframe. As always remember that 50 (not on H4 though)/100/200 EMA levels can act as significant S&R levels. This is due to market participants (particularly trend followers) focusing on these levels to initiate positions. I...
  14. M

    Breaking news: Niederhoffer still in business after market correction!

    Niederhoffer is the guy on the right. Sharif Khan is on the left.
  15. M

    If you were assembling a trading room and you only could choose from ET's illustrious

    All that everyone who is anyone knows is that arb is helpful and probably has a greater grasp in terms of options trading than any guy on here. And if by blowup you mean earning a few million dollars then he has done that too (check his exotic replication thread). All else without proof is nonsense.
  16. M

    Eur/USD

    Everyone has there own style. What you describe is the style of a trend follower which I respect. However, I think there are ample traders out there who are profitable by trading market turns and being a contrarian. I doubt there is any great difference between the number of contrarian traders...
  17. M

    Eur/USD

    You welcome DRT. I personally do not follow fut volume but that info is definitely interesting. Looks like a confirmation of a contrarian play. You know that you should go contrary when you have "experts" telling you the dollar is going to collapse ;).
  18. M

    Broker with best spread...

    For intraday scalps (especially if you can make profits with the spreads on TS) its your best bet. Speed is key and fumbling with two platforms may cost him money.
  19. M

    Broker with best spread...

    Its true that Oanda charting can be improved but will you be doing mostly scalp-short intraday trades? If not then you could use TS for charting and trade using Oanda. I never had any experience with TS in terms of FX so I can't comment on that.
  20. M

    Eur/USD

    All this talk about a dollar collapse makes me bullish. As does the fact that commercials are significantly bullish on USD. Not to mention the fundamentals are lining up for a potential dollar rally as well as the ECB rate increases should already be priced in and the probability of a long...
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