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Actually, the poor did. And the "american dream". Ninna

There is some truth in this, but I think you missed the big picture. If you're good a spotting, hiring and keeping people that are really good at it, you''ll make good money. ;) Ninna

There is no significant difference between a traditional business and a trading business. Forget turning your $50k account into $1b. You might as well buy lottery tickets, you'll get there faster. If you want a reasonable chance to get rich ($50M+ of net worth) in the trading industry, you...

I'm helping them with my own personal after-tax money because I think it is the right thing to do. I'd rather save a few children lifes than buy another fancy car, or purse, or house or whatever. And I will also be helping you and your friends in a few years when America will have become a...

Education is always worth it. It isn't about the diploma. It is about the way of thinking. Ninna

1. Post the facts (audited) so that we can review them. 2. You still didn't explain why you need to sell it if it works as well as you say. 3. Why wouldn't you sell it for a profit share? Ninna

You are right. There are two challenges. The first one is uncovering the stationary distribution. The second one is trading it. Although I don't use the same method to expose noise, there are similarities in our trading strategies. Options are indeed the way to trade such spreads...

NN are nothing more than a clever way of disguising curve fitting.

You are funny :D So, starting with $100k you'll be a billionaire in less than 4 years. Why again did you want to sell it?.. Ninna

Trading is about uncovering a stationary process on which you can bet often. Everything else is called gambling. Good luck Ninna

Start by downloading the latest version of Ubuntu. Burn it and run it from the CD. This will allow you to check whether your problem is the OS or hardware. If it's the OS, re-install windows. Ninna

You guys should come live here in Switzerland. Beside having stable prices (like developed countries should have...) we'll also arrange a nice fiscal arrangement provided you're rich enough. Seriously though, milk prices havn't changed in a long time.

Once upon a time I met a researcher. He was thrilled! He had found amazing new facts about fleas. "See", he told me, "I managed to catch this flea". "I hold it in my hand and when I say 'jump', it jumps. See! And again 'jump' and it jumps. It works everytime." He then took a knife and...

That's less than the market. You'd better stop trading and buy the market... ...just a thought. (or give a risk-adjusted value) Ninna

Who says a trend line isn't an indicator?

The strategy doesn't change. I place bets on well-defined stationary distributions that I obtain by adjusting price to volatility. For instance you can see attached the past 1000 observations for a specific swiss stock. As you can see on the graph, the price deviation from the mean is...

I use a variety of timeframes ranging from a few ticks to a few weeks. I havn't seen a change in the (adjusted) price distribution for any of them. I don't want to give an exact number of trades but the sample size is significant (several thousands). This sounds like curve-fitting to me...

What do you work with? My price distribution model gives a stationary distribution pre and post 2009. I don't see any difference. I can see a very slight increase in the trade # for 2009 but this is most probably due to some random factor. Ninna

Hi, Does it work with other pairs? What is your assumption for comissions? What is your assumption for slippage? What is the trade frequency? What are the PF and Sharpe? What is the ratio between short and long positions? What is the max drawdown duration? If you have answers...

At each step (or turn): 1. Close your position. 2. If expected move = up, open long position. 3. Else open short position (or stay in cash). This strategy applied on a process with normal distribution has positive expectancy as long as: fees < |avgGain|*0.66 - |avgLoss|*0.33. Or in...