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    How do you REBALANCE a portforlio of long/short Equities?

    Sounds good...how do you determine what is your bias at different times? What is your criteria for stop-loss for components that have moved too much into negative?
  2. V

    How do you REBALANCE a portforlio of long/short Equities?

    Say your strategy is to long the top 3 sectors and top 10 industries ETFs based on January's performance (Using Jan as whole year Barometer), and simultaneously short vice-versa, the bottom weakest sectors and industries. Do you rebalance your in MAY by closing the widest spread/ profitable...
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    How Does A Successful Trader Find Investors/Backing? Requesting Advice ?

    This is an initial phase that many profitable retail traders go through, searching/pursuing for years...only to realise that nobody will sponsor anybody to go to the casino to gamble on his behalf and miss all the action... Unless maybe you are a wealthmanagment/relationship manager who have...
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    Difference between a Turning point and a Retracement? Trailing stops design.

    78% fibo?
  5. V

    Difference between a Turning point and a Retracement? Trailing stops design.

    So what are some of the soft stop designs for reversal...or can hard stops be better for trend riding systems?
  6. V

    Difference between a Turning point and a Retracement? Trailing stops design.

    What criterias does one use to determine whether the price movement is one of a turning point to exit or retracement to enter a position? Is anyone using multi-TimeFrame moving averages overlay crosses to create such stops or entry levels? If so, how would you structure such a system? It...
  7. V

    Sharpe Ratio useless

    See post on first page...just like sharpe ratio, it is a way of measuring trading system, fund or trader's performance.
  8. V

    Sharpe Ratio useless

    It simply means both fund A & B have performed equally well in this selected timeframe of 12 months...but if fund A or B has a longer history, it would be a better fund for the same TPI.
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    Sharpe Ratio useless

    Bottom Line-> sharpe ratio is obsolete. Use TPI I devised. Why waste time on something that does not work efficiently in modern financial world? TRADER PERFORMANCE INDEX, TPI = %R * (1- %MaxDD) * time Elegant, short, sharp like Einstein's E=MC^2 :p
  10. V

    Sharpe Ratio useless

    Sharpe ratio is indeed too simplistic and outdated... The industry should use my index to select traders and trading system: TRADER PERFORMANCE INDEX, TPI = %R * (1- %MaxDD) * time e.g. for myself, %R = 10% a month = 0.1, %MaxDrawDown = 10% = 0.1, time = 12months = 12 A larger...
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    Spread/Pairs Trade Between ETF and futures

    If you ever suggest something useful I will be impressed
  12. V

    Spread/Pairs Trade Between ETF and futures

    They just need to print more brand new ones:)
  13. V

    Spread/Pairs Trade Between ETF and futures

    don't bother as long as the end result is still profitable.
  14. V

    Spread/Pairs Trade Between ETF and futures

    Not for index ETF.
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    Spread/Pairs Trade Between ETF and futures

    I also analyse different indices pairs ratio but the spread topic here is between the exact same index ETF and futures.
  16. V

    Spread/Pairs Trade Between ETF and futures

    Trading ES vs SPY but looking for better ones
  17. V

    Spread/Pairs Trade Between ETF and futures

    Vat milliseconds? look at the chart, it takes a few days for them to converge...
  18. V

    Spread/Pairs Trade Between ETF and futures

    Is anyone here also spread trading between ETF and the corresponding futures? I am looking for a pair that have sufficient difference in spread to cover transaction cost. Please share your experience here.
  19. V

    Rates unchanged-> market falls, why?

    even simpler explanation...2 days of donuts and ice-blended coffee... watching all the great analysts on cnbc and bloomberg on projector tv and letting interns summarize a report/minutes:D
  20. V

    Probability based Trade Management Concepts

    Does your directional method based on whatever indicator(s) have > 8 losses in a row? If you bet it will not, then perhaps you can use this approach to position size each consecutive independent trade (which is less aggressive than martingale with the first winning trade covering the losses of...
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