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Even if we assume that PPT does exist and intervenes, it's unlikely that such an intervention would occur when the market is just 5% off the all time high (on the Dow/S&P). If we are off like 10% on a single day, I'd acknowledge such a possibility. Until then, however, I am trading to fade the...

The yesterday's rally on the "immediate cut" rumor is now clearly a bogus one, since the rumor has not materialized in anything. I am not surprised that the market is holding up: the big long positions taken yesterday are "defended". My bet, however, is that these positions will be unloaded...

I am not sure I follow you. Are you saying that you defaulted on your mortgage, and yet you are trading stocks? This is just insane, my friend.

This implies that the only prudent traders are the ones who rely on the trend. The reality is, for every one prudent trend trader, there is one prudent anti-trend trader.

About 13,000 ES contracts have a notional value of $1,000,000,000. The ave daily volume in ES is about 1 million contracts, so your order size is a little over 1% of the daily volume. While significant, it's not that large. Take a look at ES bid/ask size during heavy trading. It's often 2000...

This is like asking, "what percent of my salary should I spend on jewelry to make my wife happy"? How you split your profit is completely up to you and your partner. Why should it be dictated by how other people divide it? If you split it 50-50, it's reasonable. If you split it 95-5, it's...

JSystemTrader version 6.12 is available: http://www.myjavaserver.com/~nonlinear/JSystemTrader/JSystemTrader.html Among the notable new features is the integration with OpenTick. You can download multi-year intraday data for stocks, indexes, futures, and options.

Commodities are expensive. Long bond yields 4.9%, which is under 2% after inflation. Stocks are undervalued compared to other asset classes. That's all there is to it.

My dear friend, welcome back to the United States. I suggest a contest between your crystal ball and the coin toss. Based on the last dozen of your calls, the ball isn't looking too good. However, I'll give your ball a favor and disregard all of its past indiscretions. We'll just start from...

She is up 40 points since your "go short, she's gonna dump" call. So, who is a flapjack?

Nah, she's going to close at 14,169.73.

In 1999, The Nasdaq P/E ratio was over 100. Today, it's around 35. So, if your stocks trippled in value overnight, that would constitute a deja vu. Otherwise, I see neither deja nor vu.

Daily results are fine, but what about the back test results over a long enough period of time, such as, say, the last 5 years? Without the validation, your plan is as good as any other.

You got 100 views because the title of the thread implies that you can mix iron with zinc to produce gold, and sell that gold in some obscure currency denomination. You have no responses because nobody here has a clue what you are actually talking about.

Only if you are a methodist Christian. All other denominations will be lead by God to make bad investment decisions.

Who is Werd and why are you addressing him all the time?

I remember reading a few months ago that the average hedge fund return (among the funds specializing in Forex) was something like 5% annualized.

Umm, OK. Good luck to ya. I am out of here.

I finally figured out why I couldn't make sense out of your strategy. You seem to think that you can make money by simultaneously buying and selling the same security at the same time, and at the same price. In reality, this is just a wash, no matter if you do it in a single account or multiple...

Well, I keep asking the same question, and I don't see an answer anywhere: what is it that can't be done with a single account? You can pyramid and balance your trades just fine within a single account. What do you need two accounts for?