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AFAIK the symbol for ultrabond futures is OUB or OUL. OB is the symbol for Euro/Krone. You are reading too much into this. It can be anything, any of the thousands of strategies for arbitrage or hedging. My advise to you: stay clear. These people are sophisticated in ways you cannot imagine...

I must add something to it... a formula guaranteed to blow you up very fast. :D It is also a useless ratio for ATS design: http://tinyurl.com/6saxntz

Trying to understand what price will do from the orders in the book is like trying to guess which poker player will win from the size of the bets. Only historically significant patterns can provide some indication of future price action.

Can you post the portion of the license agreement where it says that transfers are allowed? Anyway, this company does not offer a demo but only a 30-day money back guarantee, which probably does not apply to transfer of license, right?

I think he is still posting but only for PAL users. Regardless, I think you are talking about the indicator part because I have seen the posts. I have also seen posts with patterns. The last one about TLT was right on the post with perfect timing...

Suppose you have developed a number of trading systems, all with positive performance (profit factor > 1). They have all tested profitable in OOS. You can use only one of them. Which is the best metric to use for the final selection? Here are some choices/combinations out of the many possible...

http://bit.ly/ihbRgV By far this is the holy grail. This is not a joke. I have talked to this guy (the author) and he is actually doing experiements. If I understood well a large fund asked him to do them exclusively for them. He told me he is thinking about it.

One-time hardware investment is of no concern when you are running billion $$$ hedge funds. The issue with data mining has primarity to do with bias in the results. Hedge funds do not care if the data mining software takes one more hour as long as the results have low bias. I also know of no...

Don't get this loser angry, do the rest of us who trade a favor. When he gets angry he departs from his playground in community lounge and randomly attacks members in other threads.

Results please. "Unquestionably" is used by priests when they talk about God.

Nobody noticed the above? Account size required is $1,1744 for 250 SPY max? Give me a break... Percent time in the market 3.90% for 1 min timeframe? This is highly fitted.

Hi, who is "we" by the way? If the optimization process is part of the strategy then your system involves hundreds or even thousands of parameters. There is a "simple" test to check if you are effectively optimizing according to the TYPE I - III Curve-Fitting theory. 1. Start the first...

Possibly a plot by Germans and Greeks together to affect an EU breakup. Otherwise it doesn't make sense since Greece is only a tiny part of the problem with a debt just 3% of the Eurozone GDP http://blogs.reuters.com/macroscope/2011/11/05/greeces-tiny-debt-load/

How did you choose 100 for the ATR period and 1000 for the low pass filter? Did you optimize?

This isn't 9 lines of code in general. You are using a specific high level language of some specific platform. There are several functions used in the code you posted. It will run only on that platform so I don't understand the purpose of this.

This is a fallacious argument and proves nothing on the face of the fact that there are managers that have outperformed the market for many years. Some monkeys can turn lucky and be profitable but not all profitable managers are just lucky. Do you understand the difference? It is very...

Are you surprised? Why? Human belief systems existed long before Aristotle invented categorical logic. They will exist after logic dies because logic is in the process of dying not because it is wrong but because beliefs are more important than rationality in a world where the average IQ is 92...

I only know about returns coupled with risks. Returns with no risk, no possible. If you take risks to make returns you will be subject to drawdown. You can lose it all before you reach your target for retirement.

You're too good!

Central banks do that all the time. This time it was bigger than usual. Financial assistance doesn't mean they gave money away.