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    Kef Indicator Journal

    3 Triggers today
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    Anyone read any of these books?

    Devil Take The Hindmost - a history of speculation
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    Kef Indicator Journal

    No Trigger on Wednesday
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    Anyone here pass Level I of the CFA Exam?

    Taking in December in Boston, MA. Just signed up so I have some studying to do.
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    Kef Indicator Journal

    No Trigger Today
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    Kef Indicator Journal

    Today was as ugly as start as can be expected. No sugar coating this one. Based on my allocative decisions set prior to beginning the test this is the current outcome: see attached. Historical returns are not indicative of future results.
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    Kef Indicator Journal

    Today we start posting the results of my new indicator publicly. There are also a few traders who are checking it out for use as a part of their arsenal as well. At the conclusion of each week I'll post up the MS Excel spreadsheet showing the trades, returns, and some statistics. Happy...
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    Kef Indicator Journal

    Hi All, This is the explanation post for a proprietary indicator I've been developing on and off for a little over two years. I'll continue posting results had someone followed the entry recommendation(s) each day (assuming I get around to it), but either way all results will be posted...
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    Anyone here pass Level I of the CFA Exam?

    I'm taking it in December. How'd you find it in terms of difficulty?
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    Sharpe ratio

    I figured it is on an annual basis but if there's not enough data going that far and one wanted to do it on a daily basis, is that doable or will it just be a garbage figure?
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    Sharpe ratio

    Hi, I'm trying to determine the process to calculate the Sharpe ratio properly. I've included a graphic. Is it as follows: (Avg Fund ROI per period - Avg Benchmark ROI per period) / (Avg Fund SDev per period - Avg Benchmark SDev per period)? Thanks
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    Mpel / Abr

    MPEL - Forming a nice double bottom at $6 on small volume following an initial selloff on strong volume. Plus, it's a high roller's casino operating within a 5 hour flight to over 300mm Chinese people. Economic growth + gambler's tendencies + rebellious attitude toward restrictive gov't = cash...
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    Program Advice

    Hi All, I'm in the testing stage of an intraday indicator that has thus far shown exceptional performance. I'm not willing to go full time trading and quit my job at this point but I would like to get it out there in the hands of some others for a performance-based cut. Any advice on how...
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    Equity System for Options: Feasibility Guidance

    Hi All, The short of it: Developed an intraday indicator that presents opps to the long side on fairly liquid equities ($1b mkt cap+, 300k shares traded, price>$15). Could use guidance on the following if you trade equity options as your main/secondary asset class. These should be simple...
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    Determining Scalability: Seeking Guidance

    psytrade, thanks for the info. thanks to all that have responded.
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    Determining Scalability: Seeking Guidance

    You're an animal MG, thanks
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    Determining Scalability: Seeking Guidance

    Nassau, I appreciate the response.
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    Determining Scalability: Seeking Guidance

    In terms of constructive advice that doesn't qualify. Let me try this. How does one determine scalability? Based on the information above shouldn't I be able to figure out the ideal maximum share count based on those minimums (the level where market impact will be minimal)?
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    Determining Scalability: Seeking Guidance

    Hi All, I would appreciate some advice/guidance. I've developed a trading indicator for use in intraday positions. There's a maximum of 1 buy and 1 sell per day per equity. All fall under these criteria. Min Mkt Cap: $1b 30d avg vol: 300k Price > $15 Any advice on how to determine...
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    Key West / Florida Keys... Any traders down there??

    What do people with experience think of Miami? I'm a New England boy at heart so no changing seasons will be difficult.
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