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  1. M

    Do we need to know the truth?

    Also attributed to Will Rogers and Josh Billings.
  2. M

    San jose, California

    What else is there in the bay area besides taxes and real estate? Perhaps the followingSemiconductor companies Networking hardware companies Biotech companies Software companies Personal computer / digital music player / phone companiesYou know, Genentech and Cisco and Google and Intel and...
  3. M

    Lose NOT Loose... :)

    Spell checker said it was fine.
  4. M

    Lose NOT Loose... :)

    by Kathleen Chu, Bloomberg News. See also http://www.bloomberg.com/apps/news?pid=20601101&sid=aisUH8fiiFY4&refer=japan
  5. M

    Lose NOT Loose... :)

    Today's newspaper contained this little ET-ism:
  6. M

    M.A. crossovers

    This is untrue; the phase problem is absent from trend mode! I imagine it is just a typing mistake.
  7. M

    Frosty Strategy Development

    I think ANYTHING that involves creating backtest simulations, running them, studying the results, and interpreting them for yourself, is good for a beginning system trader. Particularly the "interpreting them for yourself" activity. One benefit of trying lots of different ideas is that you can...
  8. M

    Entries only – thank you.

    I think a very big hint is available at no charge from the nice people who run Wealth-Lab's website. Take a look at their page of Top-25 performing systems (which they call Chart Scripts): http://www.wealth-lab.com/cgi-bin/WealthLab.DLL/getpage?page=Top25.htm Notice that the ones which use...
  9. M

    M.A. crossovers

    Sure, lots of them. But there is a bit of a philosophical problem of definition: what's the difference between "entry signals" and "confirmations"? If you use Indicator X along with Moving Average crossovers in a trading system, perhaps something like this:IF( (moving average crossover = TRUE)...
  10. M

    Trading based on patterns

    Might look into "Breakouts from Congestion" patterns where congestion is something like (unusually narrow Bollinger Bands) or (horizontal sloping Donchian Channels) or (abnormally low fractal efficiency) or (ADX has been falling for a very long time).
  11. M

    Managed Account Tax Burden

    I assume that what is being traded is spot forex, correct?
  12. M

    How to sell your strategy

    http://www.elitetrader.com/vb/showthread.php?s=&postid=1603957#post1603957
  13. M

    Lose NOT Loose... :)

    The bane of ET: to versus too. Apparently it is to much work, typing that extra "o".
  14. M

    Parrondo Paradox

    It's vaguely similar to Shannon's Demon which is in wide use in professional money management today, hidden behind a suitably authoritative sounding name.
  15. M

    Noble DraKoln / Liverpool Derivatives / Liverpool Trading

    Check out the reviews on Amazon.com, of books written by Noble DraKoln. Also check out the reviews that he himself writes under the nom-de-plume SuperTrader http://www.amazon.com/gp/cdp/member-reviews/AGBRTPPIJT6UK/ref=cm_cr_auth/104-9285714-0155932?ie=UTF8&sort%5Fby=MostRecentReview Yes...
  16. M

    The disadvantage of the retail trader

    The notion that hobbyists can develop worthwhile real-time trading infrastructure might be silly, but they can certainly develop real-time trading systems quite nicely, right now. Today. Infrastructure is a well developed service business and anyone can obtain excellent quality for the...
  17. M

    Where are the T-Bill futures?

    CME still lists Tbill contract specs on their website (here), 2nd from top. However, CSI's historical price data for Tbill futures ends in August 2003. Look at the bottom panel of the chart below. Black histogram bars are "Total Volume" (volume of all contracts, front month AND all back...
  18. M

    Underground Trading Books that Nobody Knows About..

    Warren Buffet is on record saying he is satisfied to get only one good investment idea per year ( http://en.wikiquote.org/wiki/Warren_Buffett ). A logical next question is, how does one go about getting good ideas? There are excellent answers in this little book, written in the 1940's and...
  19. M

    List the Founding Fathers of Trading(Technical Analysis/Fundamental)

    Louis Bachelier (1900). His Wikipedia entry is (here)
  20. M

    The Day Of Week effect, does it still work

    Yes, 6/1/1982 is a Tuesday. It is also the next market day after Friday, 5/28/1982. That's what Joe wrote and that's what I tested. Joe entered at the open on Tuesday 6/1/1982 and exited at the close, and so did my spreadsheet. You can see this for yourself by looking at the other page...
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