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Hi folks: I hope you all had fun today. I wanted to mention that I use MACD along with some other tools and it seems to offer a good basis for trading the ES, YM and Russell contracts. I was a little surprised to hear someone suggest that it would not work on 5 min bars. I switch back and forth...

Hello: I agree with Riskarb. I have had people PM me this weekend already asking me about convertible arb strats, how is it done, how do I hedge, how do I evaluate the basic bond. I have to say, it is a lot of hard work to flesh out these strategies and there are plenty of resources for folks...

Okay, when you talk about using "dimensionless quantities and ratios" the signal I get is that you have a math background. Unfortunately when I go into the math that underlies this subject folk's eyes glaze over and I can't blame them. Not everybody has the same background. One interesting book...

John: If you are in the business, you understand that to evaluate this issue is complex. Recently I spoke with a fund manager who brought up an important point (one that I agree with). Drawdowns have a different significance depending on the leverage. I agree that many funds are seeing...

Nick: Sounds like I hit a nerve here. So far you haven't offered anything of substance to your comments about Quadriga. Everything you say tells us that you haven't got a clue about fund performance. Your first comments tell us you have no math skills. Now you collapse into attacking people...

Look: All funds have drawdown periods, and the question to ask is whether the drawdown falls within an acceptable level based on the strategies that they employ. Most fund will not divulge all the strategies that they use, and therefore it is difficult to make an accurate decision. I can only...

Okay, Ordinarilly I couldn't care less, but some types of comments just make me laugh. First. "all funds" DO NOT have the same volatility. My god, if you ever did manage more than your checkbook you would know that! Second. The dispersion of profits and losses falls about a median depending on...

Hello: FYI, on page 22 of the new issue (June 2004) of Futures Magazine, I see that Quadriga Superfund A shares lost over 13% in April, and series B lost over 19%. Year to date, they both went from a respectable profit to a loss of about 3 or 4 percent. Based on my experience, that kind of...

Awash: I hope it is alright to make a suggestion. If not please have the moderator delete the post. I noticed that I started to improve when I shifted from 5 min bars to 15 min bars. Also I noticed that my approach improved when I started to look at the way that volume affects price. I...

Nonsense: I only traded once today and I posted it. In fact, If you read my last few posts, you will see that I have been hammering the crap out of the Emini just about every day at 2pm. In addition, without asking for any compensation, I have been posting how I do it. The way I view things, I...

Mark: Promote yourself in a classy way and everyone will appreciate it. If you want to make a sales presentation that should be apparent up front. If it is, nobody should object to it. I am in the same position. I decided to write a book and I let people know that I am training traders without...

Yes, I have to agree. As I mentioned, I have similar thoughts and have said similar things in my own posts. I remember suggesting that several folks pull their heads out of their asses for instance. I think many of us are prone to feeling a little frustrated in this environment. I have to say...

Mark: While I respect talent and skill I have to say you need to think a bit about how you want to handle you business procedures. provocative comments in response to complaints by traders are understandable (I often feel the same way, as you can see from my own posts) however your comments are...

Hello: I wonder how important consecutive losers and winners is to your evaluation of a system. I assume you that the drawdowns we see are acceptable, but how far from these figures would you allow it to go before withdrawing the system from trading? For my own systems, I look at standard...

Mt. Everest: I have an account with Man financial that dates back to when they were ED & F Man and before that Gelderman Securities. They are custodians for my physicals (bonds) as well as a portfolio of options. By all means continue to make an ass of yourself in public. Nice post.

Yes Vox your right. They do however know all the bond houses in town. One has only to "make friends" with the right people to get this information (and perhaps a job). Best Regards, Steve46

Hi: Just a quick observation. Before you worry about optimization, you may want to look for correlation (and dependency) between your variables. Once you find a positive correlation between your data points, you will be able to pick an indicator that points you in the right direction with very...

Man Financial

Hey Unfortunately it is a little more complicated than that. First, although you capture theta, because the general volatility is low, the absolute premium you capture is small compared to risk. Second, you are at risk and if you stay exposed to risk, eventually a multi-sigma event will...

Hey DB: I took a look at your chart, then read the posts. If I were you about now I would want to shoot myself (or maybe several others). As you may know (did you know?) I use volume analysis in my trading daily. My take on the chart (and the bars you have marked is perhaps "a little"...