Search results

haha. yeah I have been a quiet lurker for last few weeks on this thread. Keep up the good work guys.

so what exactly is MBF trading challenge, I couldn't find any information about what it actually is on the web.

change of fortune! Yesterday you were 10 points in the profit, today you are 10 points in the loss. Good luck mate.

yes under normality, equivalence of sharpe calculated using pnl sampled at different times makes sense, just wanted to confirm monthly reportings by CTAs. Thanks!

naah, bad job. i could have booked pnl at 1336 or so, actually i came pretty close to pulling the trigger but the way it was selling, i left in a limit order at 1334, and ES came back on me :)

b/e

thanks, close to flat pnl wise for the day since i was short from 30 before, had covered it at 34.25 or so.

out 40.25, now short 40.25, stop 42.75

long 1334.75

I understand as a CTA, performance metrics reported by websites like barclayshedge, autumngold etc. are all calculated using monthly data. So sharpe for a CTA would be calculated using month end data, not daily data. Heech your comments please. thanks

covered at 34.5, now long 34.5

great exits. nailed it. This thing might go much higher, at least looking at the one way morning street. I would be looking to go long around 1335 or so.

you are in a great trade, how many cars ?

covered at 1330.5, now short 1330.5

long 32.5, cover order at 34.5

G20 meeting today, might move markets.

Thanks, I was quite worried, so lost 4 pts on it but then made 2 pts on a scalp...so net loss was only 2 pts. Now short order at 36.5, with order to cover at 30.5

covered at 33.25

short at 35.5

I closed this one at 1339. Didn't lose much. Anyways, now short order at 1335.5