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Gosh your trading rig seems so ... antiseptic. No pictures on the wall, no pictures on the desk (kids / wife / SO / dog / parents), no 3M Post-It sticky notes, no coffee cup, no wastepaper basket, and no notebooks. It's almost like an art director's concept of how a trading room should appear...

Another fantastic story from the same website, reported here on ET http://www.elitetrader.com/vb/showthread.php?s=&threadid=108802

A useful mantra when someone mentions the word "should" in a trading context: http://tinyurl.com/3295zo In fact, a useful mantra if you start to take ET seriously.

And yet the people at the top of the food chain, ultra successful CTAs and hedge fund managers and venture capitalists, are usually slender. Paul Tudor Jones, David Harding, Peter Lynch, Ken Fisher, John Doerr, John Bogle, David Swensen, Ken Griffin, John Paulson, ad infinitum.

Open up the classified ads in trading magazines. Look for "Tradestation Certified Service Providers".

Perhaps it is more beneficial and more open minded, to examine the question, which of these books is the most inerrant:Qur'an Talmud Bible Bhagavad Gita Kojiki Dianetics Sutras Open Letter to the Kansas School Board (Church of the Flying Spaghetti Monster) Book of Mormon All other Holy...

Get all three Market Wizards books by Jack Schwager Open them up to the Table of Contents, where the chapter titles give the names of the Wizards interviewed Copy the names of the Wizards onto a sheet of paper Thumb through the book, find the chapter on each Wizard, and decide whether or not...

The idea goes by the name "trading the equity curve" or "playing the equity curve". You could search for it on this site and other trading related sites. It is frequently discussed. Allow me to make a gentle suggestion: Give other names to the two "states" of your idea. Instead of calling...

FYI, the technology of the ZeroSurge device is explained in their US patents. The first one to issue was (4,870,528) and it is an extremely clever design in my opinion. Thanks for mentioning it, SunSol! I think I'll buy one and install it upstream of my APC "SmartUPS" 1500. AC Mains ->...

Here is an (in)famous book, which suggests a specific trading methodology for use in situations exactly like lumber's curren status: (link). Do I have the guts to trade lumber using this approach? Hell no. But maybe you do.

Chart below, excel spreadsheet with data attached.

I'm fond of the template used by TBB. In actual operation it's fairly interactive, but for simplicity of upload and download here on ET, I just saved it off as a single flat Acrobat .pdf document. Try to ignore the crappy placement of the page-breaks in the pdf; they aren't present in the...

Modern backtest software includes built-in primitives that try to address this. They might or might not be the best possible ideas the mind of man could ever conceive, that's a matter of opinion, but I don't think it's very controversial to say that these built-in primitives are certainly steps...

The two big questions in mathematics are existence and uniqueness. Maybe you can consult a mathematician.

If you're comfortable with math, you could apply the tools of options analysis to the problem. To calculate the odds (probability) of price moving from P1 today, to P2 on day D2, just consider it to be a call option with strike price P2 and expiration day D2. Then run the options pricing...

http://www.amazon.com/Fundamentals-Hedge-Fund-Management-Successfully/dp/0471748528/ http://www.amazon.com/Create-Manage-Hedge-Fund-Professionals/dp/047122488X/ http://www.amazon.com/Start-Grow-Successful-Hedge-Fund/dp/1894916867/

The Big Kahuna of trendfollowing CTA's at the moment is David Harding of Winton Capital Management. In second place is the Dutch team running TransTrend BV.

Quite a few "Trading System Programmers for Hire" advertise in the classified ads of magazines aimed at retail traders: Technical Analysis of Stocks and Commodities and Active Trader and Futures and so forth. Perhaps your pal might wish to join that particular party by taking out his own ad...

Find out how well the idea would have worked if you had thought of it and implemented it on 12/31/2006. Do your (sub)system optimizations on data through 12/31/2006 and then run the final combo-shebang on 2007 data. See how well it would have worked this year, when optimized on data prior to...

Tom Basso's book (link) was pretty good.