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Eyeballing it, Dunn underperformed since 2008. Now, I don't think that an 11 year bull is a valid measure, as "performance" without recognizing risk is a lottery ticket -- which I would not recommend as a capital management business model. But the "since-the-recession" run makes me wonder about...

Welcome! (Back!) Nice description of your trading journey. Humility, a focus on process over results, and an unrelenting demand for intellectual rigor will do you just fine. (And for that matter, it's also what got you to where you are -- so take a bow. Maybe a bit more scenic than you'd prefer...

Makes me wish I was still teaching Amer. Gov't & Politics -- I could easily burn a session on this one. Come to think of it, I think I did: 2012!! Sure I did. Damn. And they're still crucifying the guy. Stunning, in a quiet and sad way. Thanks for posting.

When I first started trading, Fisher came out with a thick, thick-ass book -- I think it's titled "The Only Question You Need To Ask..." or something reasonably close. I paid full retail. (I NEVER do that.) I felt so proud. It seemed entirely tome-ish. I've had a few tomes in my life -- books...

A long and sadly typical story. Years to go? If I do it right, 2-3 tops. I'm 59 now, just ran my first trail half-marathon in 14 years. HOPE to run an ultra before the year is out. (Except, I said that last year, too. Hrmph.) (I used to do this sort of stuff, when I had a 40hr work week....)...

Your question is certainly valid, however your data are not. You need many observations more (hundreds and thousands) than you have, and especially so over multiple market environments. (A record-setting bull market skews towards trend-following, eh. o_O) Your current focus on return ignores...

There are half-a-dozen fairly good graphics with basic outlines of option strategies for given market set-ups. We pick our bread&butter from something else. For me, it's losses. Show me some strategies with $1 positive expectancy, and I'll *probably* choose the one with the smallest number of...

Can you live with the losses? A random dart at a dartboard can pick a profitable trade. And for profitable trades anyway, there's not so much room for improvement. But a loss? Losses that I can explain give me something to work on -- something to improve -- something to learn. And importantly...

Not to be cliché, but I can't help thinking of Eric Idle whenever I try to picture something like this. He would've made a *great* (if short-lived) Groom of the Stool...

I have always told people that I wanted to hike the Pacific Crest Trail up California, Oregon, and Washington, when I'm 75. (It was almost entirely routed by the USFS, who are *renowned* for turning any decent trail into an unpaved interstate highway... Grrrr.) Before I do that, there's the...

Amahrix said: Trend following is dead. Oh! You thought he was *serious*?!? I thought it was hilarious. My bad! :D

:D:D:D ! Heh! Come to think of it, this reminds me of a thread from not too long ago -- maybe since you arrived here at ET, Wheezooo? The general question was how long a year was, for Black Scholes Merton methods, and I gave my vague recollection as 365 if you're an academic, and 252 if you're...

Both theta and IV get decidedly "lumpy" between ~3:30pm and 9:50am, regardless of weekend or not. Does the weekend *increase* this lumpiness? In my *opinion*, yes, but only from observation -- I can't quote you a study -- which would be pretty hard, as it's news events and threat NON-events that...

"ATR!!!" I so wish I could snap my fingers and go back in time, to when carving points out of the ES (and MA and BIDU and MMM and all those others tick-scalping favorites of mine...) was done as fast as I could click my mouse. I'd love for the *data* to confirm what I suspect since I...

A couple of thoughts... Our time is not infinite: WAY agree, so -- pre-selection-wise -- keep in mind that what I just posted is *modestly* successful {positive expectancy}, and really gives NOTHING away with regard to any Special Sauce -- but serves as a main plate for all those ads-ons -- to...

"Investment The total investment necessary to begin operation of an Online Trading Academy Center ranges from $369,800 to $679,500 per Center. This amount includes $80,000 to $250,000 that must be paid to the franchisor or an affiliate." :wtf::confused::vomit::wtf: Holy COW. But wait...

In a word: gamma. If all those different cites of delta were from the same distance, there'd be no problem mathematically or use-wise making a simple arithmetic sum. But when you pluck them from different strikes -- even different *sides* -- the effect of stuff that's ATM or far-OTM will not...

Not sure of what you're working on, but two thoughts... • Greeks are rates-of-change, and mathematically, treating them as additive is bad news. Finance has found this (bad habit) handy, though. But one thing you can never do is add them across underlying(s). [An exception, of course, is theta...

ES and end-of-day data; Lowly, revered, reviled MACD. ENTER on a crossover when histogram greater than |2|... EXIT on a |histogram| reduction of 20% You're welcome. :D Not very fancy. Not very sophisticated. 10,000 ways to improve it -- but that's the idea. Graph this out and see for yourself...

No! Don't think that way. To chime in on what gaussian said, by the time you'll have learned all the rules, they'll have changed half of 'em anyway. Rather than try to remember this crap, I just got into the habit of rightclicking the contract whenever I had a margin or an expiration or a...