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During NFP that is very possible.

When people talk about non correlated systems typically it means in terms of returns. Take a look at this: http://www.gummy-stuff.org/perfect-correlation.htm

That depends. The goal is to reduce the influence of the broad market movement and to focus performance on absolute decision making. So it all comes does to proper stock picking (or currency, index etc). It also results in reduced volatility as in the case of a market downturn one isn't fully...

And yet again someone accuses a poster, who has yet to post anything about selling ANYTHING , that they are a system seller. Lets jump on Crowe when he actually posts about selling something. Stephen> You will get better feedback over at NuclearPhynance than here (enjoyed your...

This looks top notch J. What has been your net return?

Sorry forgot the benchmark: (Start date: January 30th 2006) Model: +5.2% S&P 500: +1.68% Also keep in mind that Marketocracy takes out 50 bucks a day from the hypothetical fund as a management fee to create a highly realistic experience for a mutual fund. Not that big of a deal but...

BTW here are the exact executions, fills, commissions, SEC fees etc in case anyone was interested. From the Marketocracy mock fund.

Just dropping in. Sorry for the lack of updates but I have been terribly busy getting some risk models programmed which is taking up a load of time. The model has been doing pretty well. At the start of the month there was a sizable drawdown in which the model actually went underwater. But...

Happy Birthday to you. Looks like the eight figure mark will be hit pretty soon eh :)

Ehhh I am a fan of the Aston DB9. As Clarkson said, "Thats not a car its pornography".

Sure QQQ: 1) It seems that typically there is around a ~1 pip spread on the EURUSD. However, I was wondering how the market makers handle unexpected volatility or news figures. Do you typically get out of the market completely or increase your bid/ask levels? 2) Do you manually make the...

Just do a simple correlation study on the different pairs. That should tell you the relationships in price movement between different pairs.

I was wondering if anyone here is a market maker at HotspotFX or other ECN type dealers? Had some questions regarding the business and the nitty gritty of things. Thanks.

Hahahaha.

Sure why not. However, keep in mind that even if the fundamentals are strong a stock that has lost its momentum (has had a sharp downturn) it shall not appear in the next month's list. Momentum comes first, then the fundamentals.

Even without that 5 straight years, he is worth a few hundred times Dan Z.'s worth.

Bubb> Although I dont know where the data is from (will find that out this weekend), I do know that it doesn't suffer from survivorship biases as I asked him this question when he gave me the data.

Nice journal with quite a bit of holdings. So the way I am seeing it what you have is a core group of stocks while you trade around that to increase the yeild? Thats a pretty nice style.

I like the commentary by these "gold bugs" a bit more. They also discuss many different topics and I like their analysis: http://www.zealllc.com/

He is a little late/early to the game huh ;) I remember when right at the very top, everyone was going wild about how the EURUSD rate would hit high 1.4, low 1.5s. Well it dipped to 1.16s instead. These professional predictors rarely get things straight.