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free FDAX 1-min snapshots http://akcje.net/notowania/wykresy.html?symbol=fdx.f

They charge $10 commissions plus exch fees. Is it per side or round turn figure? TradePipe thinks this kind of information is not important to present on their website :mad:

Hmm 125 trades /mo/3 sys = 42 trades /mo/sys = ~2 round turns a day. With 12% daily range round turn slippage... your systems must earn 24% of daily range just to cover slippage! Are you sure there are no errors in your testing procedure?

You can have RT Eurex quotes from Interactive Brokers. 8 EUR / mo

And who won in Andrew Golota vs Chris Byrd fight? Nepotism.

sure nitro makes 3 ES round trips in that time :D

No, these managers use diversified techniques not only TA stuff. Trout style is 50% systematic - according to "Street Stories" website. Kovner uses TA but also relies on political and economic analysis. I don't know whether all these information are true.

Here: http://www.streetstories.com/Monroe_Trout.htm you can read that Mr. Trout "believes in moving averages, but not in Fibonacci retracements, Gaan angles, RSI and stochastics". I have a impression that it's exactly the opposite to most ETers techniques. From the same website, Bruce...

supply/demand fluctuations :)

As BKuerbs pointed out, you either: - use market orders and include slippage OR - use limit orders and simulate probability of getting filled without incl. slippage. 0.2% in&out is too high for ES. It's 2.2 pts. Taking ES high liquidity into an account I would estimate slippage at 0.5...

or even better - to trade condors, butterflies and straddles :)

So $1M is a minimum cap. req. ? Let's make things clear.

Virtually zero cap. req. 100%/year exp. return. This system is not effective for you? :confused:

how true...

losing money 0% of time AND +0.1%/day Q: why not increase leverage and earn 0.5%/day? too many investors trading your strategy -> declining profitability Q: to want amount is your 'HG' scalable? I do not believe that it's possible to consistently identify tops&bottoms with high...

s e v e n h u n d r e d a n d t h r e e pages eeek! Who on earth use this stuff in real trading.

It's obvious. However, as markets liquidity rises, the capacity of short term strategies is also growing. IMO, it's volatility which made prop model popular rather than bullish conditions, which are of course better than bearish due to limited possibilities with shorting stocks. I think...

Yes, and public thinks alternative inv. are super risky, only for eccentric, rich individuals. While the opposite is true. Many HFs have lower drawdowns and much lower volatility than MuFus (uhm, great shortcut). Interesting study - http://www.hedgefund.com/abouthfs/why/mutual/mutual.htm What...

Exactly. I guess 'public' still believe in this myth. Worse - people who run financial firms and make securities law also, at least in my country. Yes, this is the truth about financial industry. It has nothing to do with logic. After few conversations with polish money managers and CEOs I...

Agreed, but it can be a looong process. Unless there will be some giant market crash. This thread reminds me one successful, young HF manager (who also contributes here ;-) saying: "Janus is down 1/3 in the last 3 years, while I'm up triple % digits. They manage $20B and I - a couple...