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If you want to generate an objective performance history of your trading system, you may want to consider putting your trades on Collective2.com. There is a cost but you will have a third party performance statistics for your trades. FWIW, most of the systems on Collective2 are killed by the...

So much for keeping the usual nonsense out of this thread :(

One of best pieces of advice I can give is to find a trading style that suits your personality. You have to take into consideration the amount of time you want to dedicate to trading, holding periods that are appropriate for you, whether you want to use leverage, what instruments you want to...

FWIW, as a Canadian trend trader who has had discussions with Jason, I can say that he is a decent person that I would recommend.

You have asked a good question and it will be interesting to see the responses. In my opinion, no trading system will ever eliminate stress. However, a mechanical system that you have confidence in due to experience using it will reduce stress. I am an ETF trend trader and I would say that...

Nice posts gaj.

Just to update my earlier post on the performance of the CTA indices for May, the IASG index is now showing a loss of 6.27% and the Newedge index had a loss of 4.66%. The IASG index is down 2.49% YTD and the Newedge index is down 2.38% YTD. My own trend trading system is down 2.56% YTD but...

It wasn't pleasant! I was down 7%. The first numbers in at IASG this morning show a loss of 11.29% for their index. It takes months for the IASG index to present a final number as not all funds report in a timely manner. Newedge hasn't updated their CTA index for May yet this morning but the...

You may want to consider starting a "test" system on Collective2.com. The system would be private so only you see the results. Collective2 provides very good performance stats on your trading.

My system on Collective2 is Trend Trading but unfortunately there are several systems with the same name. Here is a link to my Collective2 performance stats: http://trendtrading.collective2.com/ The return is also a function of the amount of leverage used. My Trend Trading system on C2 uses...

I am an ETF trend trader and I bought FXE at 136.93 on 02/23/11 and sold it today at 142.36 for a 4% gain (unleveraged). Most trend traders do trade a variety of asset classes and the number of instruments varies by trader. I personally have an upper limit of 25 ETF's. When I look at the...

Apparently many of us here, your truly included, are engineers. I can only repeat what has been said already - keep your day job and swing trade. There will be times when you think you should be a full time trader and there will be times when you are glad to have a day job bringing in a...

The Tactical Institutional Commodity Program has $77.5 AUM. I haven't been able to find the AUM for the Tactical Commodity Trading Program.

What makes you say that TF funds mainly get their funds from institutions? I don't work in the industry, never have and likely never will, but from what I have read asset allocators are concerned with protecting themselves should a fund that they have invested in put in a poor performance...

I have updated my performance versus TF indices chart (see attached). As it turns out, I have been comparing my system's performance with the index that has the highest return over the period covered.

I am aware of disposable e-mail addresses but I just haven't used them yet.

Thanks. Registration is required so hopefully I won't be bombarded with junk e-mail.

In your previous post you asked about my target "vol". I thought you meant volume rather than volatility. I don't have a target volatility. My focus is the CALMAR or MAR ratio. From my experience, most investors are risk (whatever that is - the definition varies from investor to investor)...

My trading system on Collective2 is based on a starting equity of $100,000. At most, the system will hold 25 positions with each position representing 8% of system equity at time of purchase. The system can therefore use up 100% margin.

Thanks for the Newedge reference Rodney. I wasn't aware of their index. I have attached a chart showing the performance of my trading system compared to the IASG and the Newedge indices. I am sure you are aware that there is no investable index based on TF no more than there is no investable...