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NoWorries, Thanks for your response. Out of curiosity what platform are you using, Matlab or similar? cheers

No Worries, You are using a standard Markowtiz approach (Efficient Frontier)? And what frequency or events trigger a re-opt? Thanks, bolter

What the hell was that? It went nuts - especially around 9:35. bolter

Man - this is killing me! Look at the DAX. Arrgggghhhhhh..........

Me too Frank. WTF is up with that?

I should make the point that there are traders in the room during European and US markets hours also.

We have a room on Ensign's echat (free) that is reasonably active around the clock, including a handful of guys who trade the Nikkei, Kospi and Hang Seng. PM me your e-mail address if you're interested. Serious traders only - no pikers, lurkers, wankers or vendors etc. bolter

Whister, I stand corrected - the TIKI is indeed index specific. I'll crawl back in my hole. Thanks, bolter

The advance/decline line, trin and tick etc are compiled and distributed by exchanges and are therefore not index specific. The VIX(s) are however index specific but there isn't one for the R2k. The only R2k specific internal I know of is a $PREM equivalent distributed by DTN. bolter

Hi Art, I followed your work on Tiger Shark Trading and I found it very interesting. Thanks for making it available. Congratulations on your 2006 results. They are solid numbers. It takes guts to do what you're doing - kudos. Syswizard you might want to start your own journal rather than...

kohanz, You make an important point that is widely misunderstood - you should seek uncorrelated systems (ie: =0). Two systems with a correlation of -1 will tend to generate returns that approaches 0 over time. bolter

TGM, Thanks for the update. The OSE and SGX are fine but we had massive (and I do mean massive) slipppage again just last week on some TSE trades. The exchange blamed volumes - last week??? - spare me! Anyway, exercise caution with the TSE is all I'm saying. cheers, bolter

Commercials are record net short GBP - 98k contracts. Their short holding have increased from 60K to 136K since October.

Caveat emptor - the TSE is not suitable for daytrading. It runs on clunky old systems that have very limited capacity. The first sign of a fast market and the tape can run an hour or more behind the action. They had to close the exchange several times during 2005 because they couldn't cope with...

abaker, Not surpised, 970! is the notation for 970 factorial, commonly used in probability. That is, 970*969*968*967*966...1. I dare say your calculator emitted puffs of smoke before returning an error message. You might want oto engage some computing power from NASA or recheck your logic...

In this episode our hero enjoys an apparent reversal of fortunes, which brings some welcome relief to the tradegy that was playing itself out in Nov. It will have regulars viewers cheering in their seats. The epsiode however is marred by snide interjections by one of the regular characters in...

ben, do a search - this issue has been discussed in depth previously. bolter

Some interesting points have been made here. This is a key point made by mr whister. Volatility is "lumpy" - ie: periods of high volatility generally appear in clusters. Plot daily returns for ANY market over a multi-year period and this will be readily apparent. A couple other points I...

Hey Frosty, Your journal is the most enteraining on ET at the moment. In fact it reads like a day-time soap opera. We've got a likable hero with a worthy objective who is in grave peril of blowing up (in this case his account). As the drama unfolds our hero is victim to his own failings and...

bear, I have used www.pingplotter.com for years - works fine. However, there may be better product available these days. Good luck.