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    Journey from investment bank to independent automated trader

    The trolling is out of control. Can the guy just run his journal?
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    Journey from investment bank to independent automated trader

    Just so you know in advance, there is a $100/mo inactivity fee on Tradestation.
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    backtest for 3 years, blow up in 3 days,

    Those of you hating on optimization: I do know what you mean by excessive curve fitting but almost nobody talks about under-optimization. Optimizing parameters is not inherently evil and should be done on a continuous basis to prevent system decay. Also, a system blowing up isn't a bad thing...
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    MSc Project

    There's also a lot of free VaR spreadsheets on the internet so you don't have to start at square one.
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    ETF Data source?

    I have something set up in Excel that will automatically populate the EOD prices. Google the 'SMF add-in' and look for the yahoo group.
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    Journey from investment bank to independent automated trader

    Sharecroppers unite! I hope you are progressing latency.
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    Automated Trading Forums

    Hello automated traders. I was wondering if there were some other automated trading forums that I could check out. Anyone know some names?
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    BACKTESTING: only 25% winners on MA crossovers?

    Quality post. The filter set and risk management rules are what makes the MA cross work. Most of the MA cross system hate is from people that tried it for all of an hour.
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    Suppose you know you are an idiot, what profession should you choose?

    If you're an idiot/have no viable prospects, there's nothing better than a union job. Easy way to earn more than the market thinks you're worth, and they'll take care of you.
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    Filters

    Without more specifics, my mileage is zero :-/ I assume you'd turn it on when the equity curve is showing a good ol' 45 degree climb and off when it hits an account balance trailing stop?
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    mid-level mba or cfa in tomarrows market?

    It's shows that your MBA didn't come from a degree mill and that you actually learned something in your program. So your MBA will have value. Whether or not it has the type of value you want careerwise is another question. If you're worried about breaking into somewhere super competitive...
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    Filters

    Did not consider that, valid point. Thanks.
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    Filters

    What is the general opinion on using filters in simple technical systems? Do they add value in general, or are they just another source of curve-fitting?
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    Traits of becoming successful trader

    I'm sorry but I don't see the point of this thread. Maybe you should start a journal if you want to talk solely about yourself.
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    mid-level mba or cfa in tomarrows market?

    Bumping the thread to say I'm working on the CFA charter and will be attending a mid-tier business school (AACSB accredited) for an MBA in fall. The program also gives me a good chance at being published before graduation. I'd like to work on the research arm of a fund or for one of the...
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    Looking for good remote prop trading firm

    PM sent. Thanks.
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    Looking for good remote prop trading firm

    Not really sure how to use that advice. In its current form, I have to put it next to 'Buy low, sell high.' I don't expect that, but hey, wouldn't it be nice? You must've missed the 3-5 day hold part. I didn't state it, but my typical risk is ~2%. I'm slightly profitable. Been...
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    Looking for good remote prop trading firm

    Thought I'd use this thread to say I'm looking at remote props as well. I've been swing trading on sim for a little over a year at about 5k shares/month. I'd like to increase my share volume. Typically my trades are about 3-5 days, and I'd like to keep with that approach, as I don't think I'm...
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    Other message boards for stock trading

    Hello, Does anyone know of any other message boards or communities of stock traders? Everyone is so focused on e-minis these days, I was wondering if someone could nudge me towards a decent group of stock-oriented traders.
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    Orion Futures Brokers

    I'm interested in this as well.
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