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Minerd and Gundlach the next bond kings

sounds good. which markets will you be trading?

people always say 'this time its different'. But its not different - its speculative as always. For my own curiosity I did an underwater peak to valley drawdown graph of the DJIA from its inception in 1921 through yesterday. What you see is that yes, we have been in a very prolonged shallow...

Lol:D

Zack's is the very good for historical earnings. Sharadar is another one and is a bit cheaper.

I've found that if you're going to use moving averages on equity curves it needs to be a really long term endeavour in order to work. For it to be stable I find that you need to track at least a 24 month or 36 month moving average on the monthly equity curve. Is that what you have found?

Never thought of doing that. Although i have tested fading their picks when they been sucking it. Problem is when they are in drawdowns many CTAs tend to tweak their model so it becomes a bit of a moving target.

And here's a laughable story from CNN: "How Amazon blew its chance in New York" https://www.cnn.com/2019/02/15/tech/amazon-nyc-hq2-fail/index.html CNN seems confused as to who the loser is here.

Good article. It clearly spells out the numbers. Many people still think that driving away 40,000 jobs was somehow a good idea. Democrat havens NY/NJ/CT are up to their eyeballs in pension debt and basically broke. Next financial crisis will be a true tipping point....

I've done that in the past with several CTAs - I invest with them and then mirror the trades on a one day delayed basis. I ended up losing money in every case as I watch the strategies turn into losers. I have an uncanny ability to pick managers at their peak.

How invested are you on a typical day? For example if your tradable universe consists of N tickers, what percent of N might you be exposed to during a session?

Curious what you mean by daytrading 'baskets'. Do you mean a basket you have constructed using stock pairs?

Where I live (a suburb of NYC) it is different from CA in that property taxes do not reset only during the sale of a home. They are re-assessed on a yearly basis. In this particular case - the guy who sold and moved out of state - he was paying just over $20k in property tax on his house that...

Absolutely correct. I know of several people who have left NY in the past few years because it has become increasingly punishing for taxpayers. One guy was paying property tax of more than $20k on his 2,000 square foot house. Another guy owned commercial property where the property taxes almost...

http://tinyurl.com/y2r6uc4g congrats Libtards and union criminals - you got what you wanted!

example ticker please?

Vast majority of the employed are not earning a living wage in the US - their incomes cannot support the basic cost of living which is rising fast. Hence the increase in debt levels.

The age old question comes up - if a strategy is that good why would anybody sell it? I've designed stuff that is decent but not earth shattering - low teens annual returns with Sharpe of about 2.5. The thought of offering it for sale has crossed my mind but the problem is that I derive a large...

but if you look at the charts, NG spreads were gradually going up before it went parabolic so it was a fantastic breakout trade. It seemed more of a surprise and discontinuity in the outright markets.

I have used them in the past. They had responsive service and commissions were competitive.