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    Is data mining for trading patterns impossible?

    Q http://www.edge-fund.com/measurement.html http://www.edge-fund.com/Hard02.pdf HARDING, David, A Critique of the Sharpe Ratio "The most basic problem with the Sharpe ratio is that whilst return is a definite and meaningful quantity (an “observable”), risk is not. It is true that...
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    Traders in Melbourne

    Probably the most active group meeting once every month would be this one: Q Chart Forum » Traders Groups » Eastern Suburbs Melb. » Next Eastern Suburbs meeting http://www.incrediblecharts.com/forums/messages/9272/164750.html UQ :confused:
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    Forex Hedging Stratagies

    It seems there would be a number of research articles free online as well. :confused:
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    Forex Hedging Stratagies

    Perhaps try amazon.com and amazon.co.uk . :confused:
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    CMC users/traders

    I fully concur. :)
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    Managed Futures Index down almost 10 % -- horrible April again

    An alternative view/ site: http://www.barclaygrp.com/index.html Q Snapshot of Barclay Databases As of April-16-2005 11:20 US CST/ Managed Futures/ Hedge Funds Average ROR/ 0.02%/ -0.67% Highest ROR/ 48.65%/ 24.60% Median ROR/ 0.03%/ -0.37% Lowest ROR/ -38.4%/ -19.69% UQ :confused:
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    Managed Futures Index down almost 10 % -- horrible April again

    Management Fee - 6%? :confused:
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    Managed Futures Index down almost 10 % -- horrible April again

    I wonder they are always highly correlated among various styles of funds. :confused:
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    Average Pips move profit per day in FX Markets

    The daily transaction details found from the View Record are quite interesting. :cool:
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    Average Pips move profit per day in FX Markets

    971% in one week?!!! http://www.fxcm.com/contest-results.jsp Q Week one of April’s King of the Mini contest ended with China on top. The Chinese trader showed an impressive gain of 971% and is trailed in 2nd and 3rd place by Americans. UQ :confused:
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    Average Pips move profit per day in FX Markets

    544% return in one month! :confused: http://www.fxcm.com/contest-winners.jsp Q Contest Highlights March’s King of the Mini title goes to a Chinese trader, who put in an astounding one-month return of 544%! The runner up was from the US, and managed an impressive 382% gain and the third...
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    collective2

    :confused:
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    collective2

    :confused:
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    Average Pips move profit per day in FX Markets

    Here is a very interesting "offer": A MILLION DOLLAR PRIZE http://www2.oanda.com/cgi-bin/msgboard/ultimatebb.cgi?ubb=get_topic;f=16;t=003827;p=1#000000 Q There is simply NO CHANCE to produce consistent trading profits in excess of, say 10-15 pips of eurusd a day, no matter how clever you...
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    collective2

    I guess that would be probably true in terms of consistency and reliability in the long run. :confused:
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    collective2

    LOL. "Students cannot be better than their teachers"!?:confused:
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    collective2

    Do you have any ideas about why many systems/ signals vendors would not set up their hedge funds? :confused:
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    trend following delusion shattered

    Q What we need is more people who specialize in the impossible. - Theodore Roethke UQ Q Don't quit before the miracle happens! UQ Q Whether you think you can or you can't, you're right. UQ Q Give yourself permission to change your mind. UQ --- Handbook to a Happier Life (by...
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    Effeciency of an Auto Strategy

    Effeciency of an Auto Strategy? :confused:
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    trend following delusion shattered

    Q http://classes.entom.wsu.edu/526/Exogenous.htm "When a time series is found to be non-stationary it may be necessary to model the exogenous effects before we can forecast future population densities. There are four major situations that give rise to non-stationary time series --...
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