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With a system as good as this, risk per trade should be at least 5% of your trading account

nice switch it seems. Market has potential to go down 20 points here at least.

My longest hold ever on ES trade. Got filled at 1371. Flat now.

never heard of this contest before. Did you guys invent it for your own benefit? LOL

what if someday it happens in US - by some evil design, computer virus etc. I am sure if nothing else, there can be a nice movie on this one "Blackout" ... LOL

Not really, infact I am always open to hear counter-opinion. Since you have used both MATLAB and R, I am definitely interested to hear what you have to say on topic. Exactly my point. I am not in favor of using 'very complex' models developed by MATLAB or R community. Rather, I am more...

I went through the links, in the end I came up with the conclusion that MATLAB is a better choice. Good documentation is extremely underrated. All the fools of the world wanting to save 2k but don't value their time that will be spent trying to learn trivial things in the beginning. Also, most...

I am afraid I didn't quite understand your simple answer :( I have never used Linux - so I definitely don't understand what you mean when you write "harnesses the power of everything Linux". It will be great if you can expand a bit on this part. For example, what your software will be able to...

Hey I admire your effort. But if you are not doing much sophisticated stuff like market making, order book analysis, pairs/basket trading, then instead of writing your custom order management tool, why can't you use some off the shelf software like NT or multicharts?

why not hold overnight ? Just psychological or any reason grounded in market reality ?

Short 1381, I believe it is a good short here - Pekelo :-) target 1360-65. keeping overnight. Stop at 1392.

bump... I want the above post answered please.

no interest to defend the position. out at 1372.

short 1370

can you post the nuclearphynance link on the topic or PM please.

"Trained" - Are you using Neural networks? Have you found them useful in terms of consistent out of sample performance on unseen data in trading?

Thanks, that was the exact information I was looking - lower trading cost - terms of b/a spread and also slippage (thats A+). Btw, I have seen the blog - no doubt guy is doing good research but to me his research does not has much value since I don't operate in low-latency microsecond space.

I trade ES and have never really looked at SPY data in detail - but it seems that transaction costs while trading SPY will be much lower than trading ES - especially the bid-ask spread. B/a spread is 0.25 for ES, whereas for SPY it is 1 cent, therefore, if you multiply SPY price by 10 to make it...

bump....so what happened Businessman? This journal was on my watchlist - but it seems the watch has broken down ....LOL

Hi, There is not much to disagree here. I myself took the other side of BoJ actively whenever they intervened, because I knew all these Japanese exporters were selling u/j as BoJ was buying it. BoJ was infact giving a pseudo-bailout to these exporters by giving them the opportunity to sell at a...