Search results

I wonder how critical the use of optimized parameters is if multiple securities are traded in a portfolio. I am beginning to explore this question and the following are some trading simulation results. I simulate trading a portfolio of three stocks using exponential moving average (EMA) time...

I am attaching an Excel spreadsheet using the rules described in http://www.researchlabtrading.com/public/382.cfm. This spreadsheet simulates trading in SPY stock using daily price data. TDST reminds me of an overbought oversold oscillator.

I notice European stock index values rallying, some up 2 to 10 %. Asian stock indices rallying, Hang Seng up about 12 %, South Korea up about 11 %, Japan up almost 10 %. Standard and Poors 500 futures up about 2 %. EURUSD rallying 2 %.

When Japanese interest rate values were lesser and USA interest rate values greater it was profitable to sell Japanese Yen, buy USA Dollars and collect the interest rate spread (carry trade). I suspect the net result was to drain the Japanese economy of Yen. No matter how much Yen the Bank Of...

http://cmegroup.com/ Standard and Poors 500 index futures price values trading up about 4 % now. Grain futures price values appear to be increasing, overnight that is. http://finance.yahoo.com/intlindices?e=asia Asian stock markets rallying a lot. Hang Seng index value up about 13 %.

Is there anything preventing bank executives from giving themselves a big bonus? What if the bailout funds never get to the banks, the money just disappears?

You might consider applying to the USA Treasury Department. The Emergency Economic Stabilization Act of 2008 is a law authorizing the United States Secretary of the Treasury to spend up to US$700 billion to purchase distressed assets. You could learn a lot. The treasury staff member responsible...

CME reporting Emini Standard and Poors 500 index futures value down about 2.5 % now.

I can't figure out why traders are buying yen. Maybe Bank Of Japan is selling USA treasury bonds? What happens if the USA Government attempts to borrow now?

Currency exchange rates are changing fast, some about 1 to 2 % in the past few hours. http://www.dailyfx.com/charts/Chart.html shows USDJPY down about 5 % in the past few hours.

Yahoo.com reports European stock market indices are down about 6 to 8 % now. Asian stock market indices down about 8 to 10 %.

Rearranging letters of phrases. This is kinda neat: http://wordsmith.org/anagram/topical.html "We can solve this crisis and we will." -- George Bush = "Well, I've screwed our big, cashless nation. Sigh." -- W.

I remember reading a story that might be called the "Banking Dilemma". It goes like this: Suppose all mankind was on an isolated island. There are only two businesses on the island plus one bank. Everyone works for one or the other business. There is a fixed amount of money on the island, say...

I remember using a practice trading account at http://fxtrade.oanda.com/forex_trading/fxgame/ a few years ago. You might practice trade and learn about how to choose the appropriate position size. It is a little different from trading stocks. Currency exchange rates can trend and trading...

Warren Buffett may lose on his investment in NRG. I notice Exelon is making a bid for NRG at $26.43 a share. I suspect Warren Buffett paid about $ 37 / share for NRG stock...

I am looking at the Playboy Enterprises quarterly balance sheet dated 30 June 2008. I notice goodwill and intangible assets represent about 66 % of assets. I do not know how much income goodwill and intangible assets generate, if any. Subtracting them ($ 133 million + $ 148 million) from $ 426...

http://seekingalpha.com/article/37369-choosing-a-real-estate-etf RWR, DJ Wilshire International Real Estate ETF (RWX) iShares Dow Jones U.S. Real Estate Index Fd (IYR) iShares Cohen & Steers Realty Majors Index Fd (ICF) Vanguard REIT ETF (VNQ) First Trust S&P REIT Index Fd (FRI)

This list is from Investors Business Daily newspaper dated 20 October 2008: Emergent Biosolutions EBS Relative Strength 99 Group Rank 14 American Public Education APEI Relative Strength 98 Group Rank 8 Integral Systems ISYS Relative Strength 98 Group Rank 95 Almost Family AFAM Relative...

I find a variety of statistical tools at this web page: http://www.stat.tamu.edu/~jhardin/applets/index.html http://www.stat.tamu.edu/~jhardin/applets/signed/intronormal.html For mean = 0.1875, sigma = 0.31, 32 data points and assuming normal distribution then at 80 % confidence...

Simon Cawkwell identifies the mortgage crisis in this interview dated November 7, 2002: http://www.fool.co.uk/specials/2002/specials021107.htm Evil Knievil's Five Christmas Shorts By Simon Cawkwell November 7, 2002 Simon Cawkwell, better known as Evil Knievil, looks at five shares...