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    Trend Following Wizards: main CTA funds in the red in 2009!

    follow- because if you are a big AUM trend follower, you'd only risk 1-3% of your capital on each uncorrelated trade, so you'd only have 3 trades to execute in 2009.
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    The Science of Trading

    Are you F%&ked? Pick an original name loser
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    Soon even the dumbest will scratch their head. Have a look at future of USA

    Even Alex Jones has been level headed with criticism for the Health Plan. He had a list of about 20 shocking things that I had no clue about that were in the proposal.
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    Trend Following 2009: What Went Wrong?

    I'm referring to the real big boys - zero correlation to equities people. They would have <b>very little</b> equity related performance to report because equities represent a small portion of AUM for these guys.
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    “A government big enough to give you everything you want, is strong enough to take ev

    http://www.youtube.com/watch?v=3a8w3t8EIn8
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    Didn't banks and financials also blewup in 1982

    http://www.economics.harvard.edu/files/faculty/51_This_Time_Is_Different.pdf
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    Is this really an edge?

    That sounds like a daytrading firm telling you how to trade. Short tern moving averages don't work well for anything if you are trying to trade consistently with even a bit of leverage, otherwise anyone with a basic system plugged into the Market would make money.
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    Is There Momentum in the Stock Market?

    If you're comparing movement of capital from the Nikkei to the Dow, Global Macro people call that capital flight. It moves quickly, and chases returns... in any asset class.
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    GARCH ,EGARCH estimated

    Can you explain how to turn your GARCH data into a profitable trading strategy? I've tried all types of volatility measures to get an edge, but it seems its more important in how you implement the strategy of taking the Garch measures and generate the various trading signals from it.. and...
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    Trading Skills

    Anybody how makes a generic comment about papertrading being useless obviously has no technical background. Most models in systematic trading are so mathematically complex you could never do them manually, let alone test them on historical data. Nowadays, only a fool would trade without...
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    Trend Following 2009: What Went Wrong?

    One word- interventionism Without interventions.. prices will behave "naturally" - in a way that trend followers (I mean the big guys like MAN, Bluecrest, GLG, Dunn, JWH, and others etc) can profit from. When you print massive amounts of money in a synchronized way, globally, you make...
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    Crude high price seems dumb

    Copernicus- I agree. There is no other "China Logic" to explain their irrational behavior other than their propensity to be poor gamblers, unless of course this is just an attempt to rid their economy of dollars and build and buy whatever they can in order to get rid of what they may think is a...
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    Rick Santelli on bank tax

    I'ts a rarity on CNBC - somehow tells how it really is ... the music was definitely trying to hum him off the show today. Its the perfect cover for Bernanke. He can go into hiding now and say - we give u.s banks the option to set their own interest rates... which is the perfect excuse at a...
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    Floored

    Has anyone seen this new movie - Floored about Chicago traders / brokers? http://www.bloomberg.com/apps/news?pid=20601109&sid=avhLUj0FlZAw&pos=14 I would like to know where to buy a copy of this, as I live nowhere near Chicago. Thanks
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    I bought some VXX, volatility seemingly cheaper by the day..

    Long Volatility shops have already had a 50% DD this year. Mind you they were up 200%+ in 2008. I think the volatility trade is profitable in 2010.. however, I think expressing that view through equity and index options is healthier than a VIX standalone bet. But I'm a directional...
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    Methods for placing stops on option trades?

    I'm assuming pros would always hedge with the underlying...
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    Economic stimulus created or saved nearly 2 million jobs, White House says

    The only logical conclusion I can draw from all this is that America needs to invent a new drug fast, and begin dispensing it immediately.
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    Igloo for sale-50 pounds

    They charge big money to stay in those in Quebec.
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    Europe's "prosperity" really a headfake?

    Reminds me of a credit seeking friend of mine - telling me a story at the bar the other day, some kind of lame duck theory that unless I pay for everything on credit, I won't have any credit in the event the I need it. It's something only indebted people can conjure up to hide their foolish...
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    Economic stimulus created or saved nearly 2 million jobs, White House says

    = One (1) "Job" for every $493,000 Spent.
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