You have to wonder about the country when Russia locks out russian speaking american hedge fund managers from the country. hermitage capital is a case on point
I own aronsons new book, and I have to agree with Prof. The only irony is that its still better than 90% of whats out there.
The fact that its being promoted as giving results to over 6400 binary buy sell rules is a joke, because he spends no more than a chapter on describing the rules he...
Market its another losing system.
Buying a ten day low resulted in the attached losing system for buying 10 day lows
L < Ref(LLV(L,10),-1);
Buying 10 day highs was a loser too.
Marketsurfer,
Intuitively you may think buying bottoms works because you tried it in 2002, but its a losing method.
I can show this to you with a backtest, but define first what bottom it is you buy. Is it a 50, 100, 200 , 255 day bottom?
excellent illiquid
its like what karl popper spent his life on.
http://en.wikipedia.org/wiki/Falsifiability
Falsifiable does not mean false. For a proposition to be falsifiable, it must be possible, at least in principle, to make an observation that would show the proposition to fall...
% return on an individual trade:
outlayed capital = # contracts * margin
gain or loss = (point value * # contracts * + or - point change ) -(slippage + commission)
% return = (+- loss or gain ) / outlayed capital *100
Its probably better to put your return in terms of your total...
1% risk on underlying capital is $100 if you have $10k.
Dont use leverage to increase your risk, use it to diversify. I wouldnt go and start trading contracts you cant afford with the 10k with the 50k leverage.
Use something like this:
Position Size = (1% of Equity) *...