Search results

Oh sure..."Market neutral" is still in vogue,though this latest "correction" shed some light on the true risk. I think you may be correct that the supposed pure stat arb boys may be tilting their baskets by as much as 30%...Just a hunch...

Surf,as you know,TA comes in all different shapes and sizes.Some are more subjective than others.It is unclear to me where you actually draw the line regarding T.A(no pun intended)...If a trader trades a mean reversion strategy,when its time to put the money on the table is it that vastly...

OK,so we agree on that.The interpertaion of the T.A. may be first and foremost.. What your view on stat arb,"pairs trading",i.e mean reversion?? Is there not a large technical element imbedded in the basic premise??

Surf, Would you kindly DEFINE what makes a good poker player??

Let me see if I have this straight.. "We" are engaged in a 122 page debate on technical analaysis working or not with some shmuck who has a CAR of 2% and a Sharpe of -.154?? Perhaps we should change the thread to "Does technical analysis work,or do I simply suck as a trader" Yes and...

Ill tell you why,and this is coming from an ex managing director of proprietary trading,head trader of equity derivatives and later emerging market equity derivatives at major investment banks.. Plain and simple...A vast majority of the traders employed by Wall street firms are not that...

Hi Anek, Do you typically sell into strength on an uptrend(or set a very tight trailing stop once a price objective has been met)??? I am finding that if you sell on a pullback,you will often sell very close to the 50% retracement of the prior swing...Or where we should be buying!!! I...

Hi Anek, Great thread.Appreciate your willingness to share.Have one question for now regarding entries on a 50% retracement of the prior swing. Do you differentiate between Fib entrys in an up market which is making higher highs and higher lows vs an upmarket where the last high did not not...

And what discrepancies in ones knowledge base could you pick up on from the following 12 words. That is a GREAT post and a very interesting concept ... Thank You You may have good intentions,but your delivery sucks

Congatulations on the moronic post of the year,and that is a tough task.. Without spelling it out for you,it may be an interesting exercise to incorporate the slope of the VIX as a filter in ones systems. Various elements(time frame,stops,profit targets) maybe adjusted depending on the...

I am not sure which of his statements is more insane..the selling of the garbage puts,or "laying it off on the market makers"..

That is a GREAT post and a very interesting concept ... Thank You, Tao

Check out William Oneils books as well as the others mentioned.You should have exposure to value and momentum trading..I would also highly reccomend the P123 website and product when you are ready

Jem,there is wisdom in what you say... I think the reason that some of the naysayers can not see the wisdom is that they do not look at scaling,target stops as a simple exit rule,much the same as any other exit strategy... Moreso,its clear they dont trade multiple systems...

I would not bet against Tsokakis seeing it or not.IMHO,that would be a very foolish decision,and there are a host of people who would jump all over it. Trading Fibs is no more than trading retracements or price targets.Those who use them and succeed are good traders,probably employing a very...

Not quite sure what time has to do with anything,other than a time stop... trend without trendlines sounds like a form of TA to me..

I sense some fundamental analysis as in value,or the perception.. You do look at charts??

So you throw out all technical analysis,all fundamental analysis and what do you have left??

You bring up some very good points,but just because "they provided no value add when compared with random levels,such as 25% or 50%,does not mean they arent effective.And I am in the camp that the Golden ratio is complete BS... I would say that Fib levels in the hands of a successful trader...

You dont need to learn a programming language.It has 2500 rules and they are fully disclosed.It is very easy to create new rules once you get the hang of it. If you like PM me