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  1. M

    Es 1168

    I thought the build-up blew apart in March 2009, AKA the "debt crisis"? That crisis, IMO, was an institutional systemic/counter-party risk debacle, it had huge implications... This stuff here... well, my belief is that Mom and Pop decided to give their "distribution notice" to FOF's, HF's...
  2. M

    Es 1168

    Just got back from the gym to find ES at 1102.75, is 1000 the next level here? Jeez, I think the media did a awesome job scaring the shit out of everyone this time around...
  3. M

    Es 1168

    I'm honestly kind of impressed (impressed may not be the right word, stunned???) by this market. I did not expect the S&P to be down 6.76% (as I type this) today. Wow. A very good day for me, but, wow.... this is some serious panic. Edit: Still dropping post close.
  4. M

    Es 1168

    Thanks. I would be suprised if we don't bounce to 1150 or so, this selling is a bit much... I'm staying out of the ES, but, I did pick up quite a few long equities positions. We'll see.
  5. M

    Es 1168

    Out at 1130. +28 pts. I may have left solid money on the table here...
  6. M

    Es 1168

    What probability would you guys give for a 1133 touch today?
  7. M

    Es 1168

    Last @ 1150.50 Stop moved to 1158.
  8. M

    Es 1168

    Stop is 1170. No target (EOD close likely).
  9. M

    Es 1168

    One of my ES systems went short here @ 1158. It's a low win % system, but the r/r is high (> 4/1). Not sure what to expect today.
  10. M

    Es 1168

    A vertical spread?
  11. M

    Methods for gaining muscle and losing fat

    Those scales are not a very good measure at all. I've had readings from 14% at my gym to 22% on one at a retail store, all in the same week. People who are "denser", i.e. solid bone structure with more muscle will tend to throw those scales off towards the high end. A good body fat measure...
  12. M

    Republican tax stand a bust with public

    How much you want to bet on that? I know a few et members personally and they will vouch for exactly what I am and what I look like. So will my wife for that matter.
  13. M

    Republican tax stand a bust with public

    Wow... to think I actually give some credence to any republican philosophy... People like you are what make me want to disassociate from the party. You, "Hombre", are the reason we, as a nation, are ineffective, and *f--ked*. You narrow minded, quick to judge, and uneducated twats are...
  14. M

    Republican tax stand a bust with public

    That comment says it all.... Apparently, governing effectively is a military task due to the use of "retreat"... And we're using guns (what else does one reload??). So, we have a republican pres. candidate using military metaphors as a way of explaining government process. And people...
  15. M

    Republican tax stand a bust with public

    Seems like this debt issue is revealing how incompetent our government really is. Unfortunately, its the republicans who appear to be the most incompetent... Personally (I'm a libertarian FWIW), I think the repubs are sealing their own coffin as a party with this fiasco.
  16. M

    300% Annual Return -- Fully Automated

    Jeez, why don't you tell us what you really think? :D
  17. M

    300% Annual Return -- Fully Automated

    Ha, couldn't agree more! Keep it simple guys! Money is made through understanding another traders behavior AND THEN quantifying that behavior. FWIW, take this from a guy who dropped out of a PhD program in engineering/fuzzy logic: Any NN is only as good as its initial rule set...
  18. M

    300% Annual Return -- Fully Automated

    Frosty, You've been doing this a while (since 2004 if I remember correclty), and, in my opinion, after this long, you should be aware of the inherent pitfalls associated with system design. Have you looked into Pardo's books...
  19. M

    300% Annual Return -- Fully Automated

    I agree.... I really don't want to be a detractor here, but, those backtests are a huge red flag... intraday systems with proper fill and slippage assumptions AND with a profit factor > 2 are very rare. Anything over 3 is generally subject to very poor fill ratios. Frosty, I hate to say...
  20. M

    Portfolio optimization of a basket of high frequency and low frequency strategies

    Seriously?!? This is your issue: not correlated != not perfectly positively correlated ??? :D FYI, (!=) is "not equal" for some computer languages Haha, what a joke!!! Bill, you realize that you're trolling here, right? Rather than pick up on the point of the post, you pick-up...
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