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I'm writing naked puts with 20-40 days left, and letting them expire. As you know from options theory, this is exactly equivalent to selling covered calls. However the commissions are lower and the margin requirement is smaller.

LIQUIDITY: You can exit ALL of your futures positions and go to 100% cash, in one business day. Not true of real estate. LIQUIDITY: If you want to sell, you can find a willing buyer and get a firm price quote, in less than a millisecond. Ditto if you want to buy. Not true of real estate...

Sector Rotation is a popular strategy among mutual fund switchers. The "Formula Research" newsletter has published several fully mechanical systems that trade this way and appear to produce attractive returns. Average holding period is about 3-6 months (but can vary of course). To find and...

Pipscooper, is a "trading bot" fundamentally different than a "rule based mechanical trading system"? These have been explored for quite some time and are in use today as fully automated "hands off" trading automata. The one most familiar to retail traders is called "Tradestation", followed...

$98 per month. $45 for CSI Unfair Advantage (data service) $50 for cable internet access $3 (a guess) for laser toner and paper used for trading

Phil, that idea appears in Bob Pardo's 1992 book (amazon link) at the bottom of page 74. I have tried it, along with lots of other ideas. For example: what's magic about minimizing the sum of the SQUARES of the error distance between the best-fit regression line and the raw data? Why not...

My system tends to execute about 1500 round trip trades per year, for each $1M of account equity. This is a standardized way to measure trading frequency, and is prominently featured on all the CTA evaluation websites such as www dot iasg dot com. Since I only had 1/10th of $1M of account...

I moved a 401K rollover IRA, into a futures account. Im using a trendfollowing mechanical system to trade it. All orders are market-on-open for the next day. There are no stop orders. The system trades both long and short. The portfolio is more than 40 futures markets traded on exchanges in...

How much does strategy tuner cost?

I've got a chair mat. $29 at Staples. The problem continues -- because the mat is a little flexible, the wheels deflect the mat down where they land. The center post doesn't deflect the mat down and it touches & drags. 2nd problem, when you roll the chair off the mat and back on, even when...

I have a "real" Aeron and it has a problem. Does anybody know the solution? The center post pokes down below the 5-legs and swivels, and is only 5 millimeters above the floor. On some surfaces such as Berber carpeting, the center post touches the floor. When you move the chair, the...

I trade futures with a longer term perspective, average trade duration is about 100 days. For me the goal, the only goal, is a very smooth, very linear equity curve (on semilog paper). Thanks to the huge leverage available with futures, I can dial in whatever slope I want. On semilog paper...

The going rate is $75 to $125 per hour. Unfortunately the procedure that gives the best pre-quotation estimates is for you, the buyer, to make your best guess about how many hours it "ought to" take, and then multiply that number by 2.5. Yes really. There's a tradeoff between cost and...

I resample the original (discrete) distribution. However, because there appears to be serial correlation in the data, I don't take 1-day samples of the original equity curve. Instead I grab 2-7 day pieces (#days is a random number with exponential distribution). This is for position trading...

Maybe you will want to download the free code for the two systems "Nosewhistle" and "Earwax", which are over on the Turtle Trading Software bboard. These two systems are programmed for Wealth-Lab, just like your system. You can run all three of them on bunches of different portfolios with...

Good God Almighty, there are a lot more than one. My own personal top TWO, that led me to the greatest number of profitable fully-mechanical systems for futures trading, are LeBeau and Lucas, Computer Analysis of the Futures Markets, http://www.amazon.com/exec/obidos/tg/detail/-/1556234686/...

Every day before the open, place a limit order to buy at (0.92 times yesterday's close). If you are filled, hold the position overnight and exit at market on the next day's open. If you are into "optimization", this system has two optimizable parameters. The first parameter is the buying...

My sister has a managed account with Ansbacher, so she gets to see the exact trades that he takes on her behalf. I asked her for some general (i.e. not specific) details about her statements. She replied, I'm looking at my statement for June 2nd 2005. On that day my Ansbacher account...

My hard and fast rule is: roll over at the same time that my continuous contract rolls over. My continuous contract is from Pinnacle ( http://www.pinnacledata.com/clc.html ) and it was going to roll over at the Open price on Thursday, May 26th. So before the open on 5/26, I placed a spread...

ET members, I ask for your recommendations of futures brokers who match my unusual requirements: 1. ORDERS BY TELEPHONE. Not computer, not web-page, not Java applet. Voice on the phone, complete with order read-back and ticket numbers and the whole deal. 2. POSITION TRADING, 50...