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PS. Here is another indicator from the original source. Looks a little different in this perspective.

I love the fortune cookie like responses... " You need to be making a profit for each trade to become a millionaire. At the moment you're not doing that. " " I tried to calculate how long it would take you to become a millionaire but I stopped after 10,000 trading days. Your capital had...

three different models predicting inflation. Note the ftf model is the moore model (posted here). Pretty wide deviation in predictions if you ask me. And moore has only been predicting since 97, with a few anecdotal comparisons on their site. I'd like to see a more objective view of out...

expected returns can be empirically derived through backtesting. An example of daily expected return can be found objectively by simply calculating the mean of n historical returns. You can project it out into the future by compounding it n periods into the future. Note that it is only the...

those are great. thanks! (some crazy drawdowns -66%):eek:

makloda, is this information from a public site? Thanks, dtrader.

You don't. Always irritated me how any broker can peruse your account at their leisure (hi I'm a VP at... and I've been watching your trades). Best bet IMO is to do all your development and strategy on your own private computer and language, not on the program they give you to use (that...

Interesting, glad to see I'm not going nuts here. I agree, the key is knowing you have a "Finite" loss, which is contrary to the trading author interpretations. The crazy thing is I can point out a dozen trading books that regurgitate this as money management, yet do not point out the...

Either I am misunderstanding, you are misunderstanding, or the majority of textbook writers are misunderstanding. Thomas stridsman ( a respectable writer), shows an example whereby with 100k capital and a few win loss assumptions, you calculate kelly to be 6.7%; rather than risk 6.7% of the...

don't know why I happened to dredge up this old thread. But I was thinking a bit about the posts. I used to think kelly meant a fraction of your captial to bet on each event. But it is not (in the case of trade position sizing). If k=10% and you have 100k capital, it does not imply betting...

Results are subjective. However, if you want to play with looking at them... you can go to www.stockcharts.com and pull down the annotate feature. Have fun.

you could try to adjust your stop size to local volatility (sigma or ATR for past n days). Additionally, you could lower risk size to handle the increased draw-down magnitudes over the volatile period.

... and squeeze they did. Let's see how far they go to protect the out of the inner circle companies from naked shorting and deter rumor mongering in both directions (like RIMM is rumored to get bought out by... pick your company). crickets chirping.

Not so much about raising money, but quantitative metrics and measurement standards (or lack thereof), covered pretty well here. http://www.amazon.com/Hedge-Funds-Quantitative-Insights-Finance/dp/047085667X/ref=pd_bbs_sr_6?ie=UTF8&s=books&qid=1216160314&sr=8-6 hedge funds and quantitative...

I don't seem to think some of the posters comprehend what this is about. It is not about deterring shorting, which is perfectly fine for companies that aren't performing well or lying.,, whatever. I'm 100% for that. Naked shorting is a whole nother ball game and SHOULD be enforced. It's...

------------------------------------------------ edit... saw flytiger already got it. I could never get a new thread I started to delete.. so be it.

http://www.bloomberg.com/apps/news?pid=20601087&sid=aPokh6La9.HY&refer=home ``In addition to this emergency order, we will undertake a rulemaking to address the same issues across the entire market,'' Cox said in his remarks to the committee."...

ok, thanks. And which broker do you use for these rates on equities?

Hi, Quick question. It shows 93 trades with real commissions at (2571-2314)/93 ~$2.75/trade. Is this correct for a round trip trade on SPY? And if so, what broker are you using? That sounds pretty cheap. Tks.

Any other questions?