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  1. R

    Historical Data Copyright?

    The exchanges and you cannot sell the data.
  2. R

    What are common methods for pre-processing indicators for machine learning algos?

    They call him everyday on the phone and confess to him how they trully achieve their returns (or losses). C'mon man, don't you see you are dealing with a troll?
  3. R

    Sharpe ratio vs. return/drawdown ratio?

    What is crazy for you is insane for someone else while seems normal to others , business as usual. Too general.
  4. R

    U a Scalper? Daytrader? Intra-day trader? Fader?

    True but a guy from home cannot beat HFTraders from collocated servers.
  5. R

    Trendfollowers: When oh when are we going to start making some $$$?

    Did you miss a few trends like GC and USD?
  6. R

    Fractal nature of stock market...

    If you leave the price axis alone, it is easy for an experience trader to determine the timeframe. That charts of different timeframes without time and price look the same is a straw man proposition. It is volume that makes the difference in trading. Volume determines demand and supply and...
  7. R

    More on APS and out_of_sample testing

    Thanks for the correction of the pseudocode. I have implemented this approach to results I get from APS and in certain cases I get significant improvement in performance. I appears that some patterns are more suitable as entry signals and others as confirmation signals. This is part of the...
  8. R

    Leave stop loss and target or exit early?

    There are no general principles in trading. It is a mistake to think there are. The field is totally chaotic. Your principles should depend on your skills and objectives. For some people "the trend is your friend" works well because they have patience but for others it is a disaster of a rule...
  9. R

    What's a good Sortino ratio?

    How did you calculate the Sharpe ratios? What are the numerator and denominator in each case and why?
  10. R

    High frequency traders literally printing money!!! LITERALLY PRINTING MONEY!!!!

    Theoretically, anyone who buys before someone else is a front-runner until proven otherwise.
  11. R

    What is the reason for IB to be trading?

    If you read the risk disclosure carefully, they do state that they engage in taking opposite trades of clients but that is dictated often by the nature of the business. I see no risk in that.
  12. R

    More on APS and out_of_sample testing

    goodgoing, I like your examples. I like the fact that you are using lower avg win to avg loss ratio with higher win rate. The reason for this is - surprisingly - not understood by many traders I meet in trading conferences. Everyone is shooting for high avg win to avg loss while forgetting the...
  13. R

    Best Tech Analysis Software to use?

    It's like going around in 2010 and asking what horse breed is good for the city. TA is useless in the era of HFT and data mining. Forget about TA. Mutate or lose it all. TA is "after the fact" analysis. Others create the fact for you.
  14. R

    Greece agrees €24bn austerity package

    What is good about it? I see nothing good but trouble ahead. Americans will go an austerity too soon. Out of this globalization joke, only the Chinese and the Germans have gained. I hate silly arguments about free trade and hypothetical win-win. Just look at who has gotten the surpluses. The...
  15. R

    Intraday trading and Percent-Risk Position Sizing

    What the wow for? He understands risk managment and you do not, this is the wow. For a serious day trader who does about 10 squares a day, with 2% risk there is a small probability for a 20% loss, call it a black swan oir whatever. If it happens to you and you are professional you are out of...
  16. R

    Myths About Capitalism

    "Medved added: "This is one of the biggest lies -- the idea that because of capitalism, we're all suffering. ... Poor people in America today, people who are officially in poverty, have a higher standard of living in terms of medical standards, in terms of the chances of going to college, in...
  17. R

    Out of sample testing of patterns

    I need your opinion on this one. I used 10,000 bars of 60-minute QQQQ data for the in_sample and 1,800 bars for out_of_sample. I had APS Automatic Pattern Search find patterns in the in_sample with pf> 1 and 4% target and stop. APS generated 84 patterns. I then had the program test them...
  18. R

    The Euro

    @Highterm, One cannot answer the question you are asking about the euro if one does not know the detailed history of the euro, which country is supporting it, which country desperately wants it, which country does not want it and which country wants to get away from it. I do not have time...
  19. R

    Varengold FX/Bank?

    Any experience with them? Sounds like another bucket shop to me.
  20. R

    Why does settlement still take 3 days?

    Why do you care about the settlement time anyway? Nothing to do with trading.
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