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http://www.amibroker.net/guide/afl/afl_view.php?id=30 To generate a net correlation for all the stocks in your list you could do this in amibroker and add all the correlations to get a net +- number on all the positions. That would be very basic, though I don't know if it would be...

No one here has pointed out that the demographics for pure traders have changed forever. How many employees does the average successful hedge fund have? Some have 5 and outsource compliance, accounting etc, while some clear internally, and therefore have more employees. My point is that...

Pretty good impression, its hard to convey curiosity and resistance to change at the same time, so i'd say it's classic surf.

you should be starting at the other end.... how much will i lose on any given day? (AVG Loss, MAX Loss) How many consecutive days, weeks, months would I lose if I have a 50% win rate? You'll likely find you need a lot more than a 50k account to live off your trading. What about...

great post

How do we know that surf isn't already dead?

Waiting for Bartiromo to interview traders at 3am on the NYSE.... Maybe she can wear PJs

if you want to track volatility effects, couldn't you just tracks the volatility of pairs of uncorrelated asset classes? Say bonds/Equities/FX, track the divergence of historical volatility versus IV... and then determine if there is new information in the pairs.... i.e Bonds increasing Vol...

didn't you figure out that stocks mean revert in short timeframes?

You have to admit - no risk manager ever had this on their radar... Normally, I'd say mental illness, etc, but he seems like a subdued person here. He could have just hired a lawyer and said that agreement was predicated on the original value of the home in whichever year... but he'd...

Didn't anyone here read <B>"Stock Market Wizards"</B>? Bruce Kovner learned to close any position when he had too many dreams, thoughts, feelings about it. He used to be a cab driver, is now a billionaire (Caxton Associates)

ya, the point is to be self-employed and find a good accountant to hide your money into rental properties, business ventures, etc... Once your business is really successful, then you can set it up offshore etc. but til then theres no point.

cover your position.

another vote from amibroker from me.. Pretty much anything is possible in amibroker. I've never added raw signal output to AB, but it might be possible. Usually you either filter/screen data for raw signals, or you backtest symbols on a portfolio level basis. ATC - add to composite...

doji, I don't swing trade, I work in the steel fabrication industry, so I see stocks like these and am skeptical. If you have a long-term objective, you can roll into this and make money on the short side given the dynamic and outlook of what I see for Q1 in the steel biz.

I thought there was an 80K a year waiver..

why not vmware? I've heard nothing about bootcamp.... VMware I've heard good things about.

The pessimism on here is conveyed by people from the fact that people are starting to realize that the gear driving the Markets is much much bigger than the gear driving the real economy... this is a fact you cannot escape from, not in any asset class, any business, etc. While the squeaky...

If I were manipulating Markets, I'd be using credit derivatives, not short selling...

I just wonder what the next bubble is going to be.. we've had tech stocks, real estate... emerging markets... what next? Oh wait, I know; its GOVERNMENT.. the new bubble !