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exceptional trading the mind game by ruth roosevelt

not really. a belief is different than a trade. How much can you afford to lose to support your belief? either way you could buy an otm put 3 months out.

haha someone has been watching man of the year

sec.gov

I confirm what pan has said about amibroker. Ive used it on databases carrying 10000 symbols without a problem. I have used the position sizing without a hitch.

trill the current fund is not 100 billion, its around 10. The only reason 100 billion was mentioned, is that the scalability of their strategy is estimated at 100 billion.

go to sec.gov company filings. type renaissance technologies. You will have access to long positions and some puts in their equity fund, which is what most of the fund is composed of. Its possible that financial and commodity futures are used to hedge or gain extra cash. There isnt enough...

and you run how much money with a strategy that cost 200k to develop?

The Complete guide to option pricing formulas http://www.amazon.com/Complete-Guide-Option-Pricing-Formulas/dp/0786312408

$20,000,000,000 / 500,000 office workers = $40,000 even at $20 bil / 100,000 workers = $200k

The top 20 investors / traders on wall street earn more than the combined earnings of 500,000 office staff. Put that in perspective....

Jamis' assessment is bang on.

Its like value at risk, they model says you can get away with this much risk, but reality is often different.

I suppose. Its just common that most traders and funds using 2x dont return 2x return. Most return about 50% more, not 100%. Its like I get a portfolio of equities and then I get a bunch more buy or more signals, usually only certain times would my system be fully loaded, while other times their...

Forget modeling volatility, its nontrivial just trading these outright or in conjunction with the S&P. Besides, seems to me if you have volatility figured out ( I don't ) that you would focus on some other avenue of success then the VIX. i.e selling volatility or buying pockets of it here and...

you dont.

Anyone know of any studies comparing buying at the open / close / to vwap? Thanks

definitely agree with dsp for the OOP in it.

It must be pandemic because my own "financial advisor" was trying to lure me into working in the industry. No thanks, Investors Group.

well they are marketmakers. $35 bucks to find out seems cheap.