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    Tradestation 9.1: Portfolio Maestro

    You can get the same features for $199 with Amibroker. So what? Money management is not the secret to system trading. Money management is a set of rules that if you do not follow you will go broke no matter what. The secret to system trading is having an edge. Money management without an edge...
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    Kelly Criterion with Time

    This is an allocation problem. You can solve it with the mean-variance method. You first calculate the expectancy and then multiply by the frequency to get the expected profit. Then optimize the allocation. What you have neglected is the covariance of the two methods.
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    Kelly Criterion with Time

    We appreciate that but if you do not care how many copies you sell it would be better giving a link to a scanned copy of the chapter or you providing a summary of your method. I am sure other ET members will agree with me on this one. Even those I dissagree with on other issues.
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    Greece....how can they...

    You are an idiot it seems. No country benefits from giving up their right to print their own currency. Greece and other nations were cheated with the dream and ideology of a federalized united Europe but in exchange the Germans ripped them off and their sole purpose was running surpluses. You...
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    another day...market higher. lol

    Don't blame anyone for your mistakes. if you base decisions on analyst calls you deserve it, sorry man. Just follow the trend. It is up. If you get two lower closes sell. It is that easy man. Where have you been?
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    Greece....how can they...

    No, you are of course wrong and it seems you have no idea how the EU works. Please do not make false analogies. When Greece joined the EU they were offered money packages to reduce their agricultural production so other countries could compete with the Greek cheap products. They were offered...
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    Running more than one platform on same computer?

    Not recommended. If PC goes down all platforms will.
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    Greece....how can they...

    Why are you making such a gross generalization from an interview of one person to what 10 million people think in a country? Your thinking is dangerous. Actually, I was stunned to find out the Greeks work most hours per week in EU...
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    The Dangers of Leverage

    You equated instrument leverage with position leverage. As a result, you have no idea what are you talking about. Probably you have never traded beyond simulation. Yes, you can daytrade with $5000. It is because you have never done it that you do not know how it is done. You can even keep...
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    Greece....how can they...

    Germany convinced countries in Europe that it will unite to one country and gave them a common currency only to milk them and now try to lend them money so it can pay its huge debt obligations in excess of 2.5 trillion. That Germany milked PIIGS is evident from the chart in this link...
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    The Dangers of Leverage

    I think you are confused. No sane man leverages 30:1 their account. You are confusing margin and account leverage. Margin requirements in retail forex can result in a 50:1 leverage but nobody will place all of his account on margin, I mean nobody in the right state of mind. Most traders will...
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    Why have the markets pattern?

    Everything is a pattern. The issue is whether it is significant for the future or not. You walk into a deli for lunch and you see a guy with the red hat buying a BLT. Outside there is a red ferrari parked. Next day you see neither the guy nor the ferrari. Two days after you see the guy...
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    Data downloader

    MLdownloader is a good one but I am not sure it can do splits without dividends. I used TC2000 before and it did splits without dividends but the service is not free.
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    MIT researchers find new power source - Nanodynamite

    You pay for energy, not for power.
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    The hidden secrets of strategy developers

    Trading is a battle and your enemy is the other traders. If your enemy knows your battle plan you are finished. A lot of people will make trading systems public hoping that they can fade them if many newbies like you use them. Success in trading depends primarily on timing of positions...
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    Most profitable / favorite strategy

    Trend following is by far the most profitable stra.rtegy both in theory and in reality. It is the only startegy where the enemy is you, not the counterparty or the broker. It is also the most difficult. I am surprised you have not included TF. In faster time frames, only parameter-less...
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    Would You Trade This System?

    Most probably. Equity is a straight line and Sharpe should be higher. You are not being constructive making such statements. You are not well informed. I use all time frames but I am mostly a swing trader. I also use trend following systems. Is this about me or about the system in...
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    Would You Trade This System?

    50 trades a month with 1 and 10 minute data is too little. IMO you should have 20,000 to 50,000. But this is not a strict criterion.
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    Would You Trade This System?

    If this is a 1-min timeframe, prifits from trades should be almost normally distributed. But you start making profit after the 150 trade or so for this year. This does not make any sense unless you are using several filters with optimized parameters. Are you using work-forward...
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    null hypothesis

    The null hypothesis for Monte Carlo tests is that the the pairing of long/short/neutral positions with raw returns is random. The null hypothesis for bootstrapping tests is that the mean return is zero. These are standard null hypotheses. They certainly involve assumptions. Obviously...
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