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S&P is now at 1290. What's your stop?

You made 5 top calls so far. All 5 of them failed. The S&P is up 145 points since you started. Let's identify top #6.

I don't think crude oil is a good place to hide from the robots. See this, for example: http://www.reuters.com/article/idUSTRE67O2QQ20100825

I'd like to take credit for my call, too. Anyone who followed my call sold 1220 short , bought 1175 and rode it back to 1220. That's a gain of 90 points. You are welcome!

That's a lot of copper. According to my calculations, you can make about 105,000 miles of a thick wire with that copper, 0.46 inch in diameter.

The site is up, and the secret documents are there for your reading pleasure: http://cablegate.wikileaks.org/

Yes, it does, see this quote: Once I was walking with Allah's Apostle and he was wearing a Najram Burd with thick margin. A bedouin followed him and pulled his Burd so violently that I noticed the side of the shoulder of Allah's Apostle affected by the margin of the Burd because of that...

If I were Allah, I'd say trade liquid stocks and use a low-commission brokerage. I bet you Jesus and Buddha would say the same. It might be more difficult to find a consensus in Hinduism, as these sons of bitches have thousands of Gods, and there must be a couple of the deities who may not like...

There are two sections entitled "17b" in this document. My guess is that Scottrade refers to this (page 254 in your document): 17(b) RECORDS SUBJECT TO EXAMINATION.— (1) PROCEDURES FOR COOPERATION WITH OTHER AGENCIES.—All records of persons described in subsection (a) of this section...

I'd suggest using the terms "premium" and "discount" instead of "edge". Then it becomes much more clear what you are doing, which is apparently selling premium and buying the discount. The term "edge" is normally understood as "competitive advantage" in the trading world. In your case, it...

According to the poll, the ETers are split right in the middle in their opinions about the next market move. To prove everyone wrong, the market would need to trade around where it is right now for a while. That way, both the bulls and the bears will be slaughtered.

The OP is apparently referring to this story: http://www.reuters.com/article/idUSN099992420101109 Incidentally, the 500 is not the number of lines of code, but the number of pages on which the code was printed.

Ok, cool. Yeah, I actually did the same, otherwise the flash crash skewed the parametrization too much. Can you give us some insights into the concepts on which your strategies are built?

The IB API sends both bids and asks, but JBookTrader records only the midprice, which is (bidPrice + askPrice) / 2. JBookTrader is meant to auto-trade very liquid instruments for which the bid/ask spread is nearly always constant. In the future, you may want to post to the JBookTrader...

How much of these profits and losses were due to May 6, 2010 ("the flash crash" day)?

Read carefully what you wrote: "the well-known coefficient of variation in Statistics, which is also called the Signal to Noise Ratio". The coefficient of variation is not called the Signal to Noise Ratio. In fact, coefficient of variation is the inverse of the SNR.

No, it's not the inverse of the SNR. The ratio of the mean to standard deviation is in both SNR and PI.

Yes, everything else being equal, the system with 1000 trades will have the PI about 3 times higher than the system with 100 trades: sqrt(1000) / sqrt(100) ~ 3 That's built in the PI to reflect that higher number of trades gives higher statistical significance to the system performance. I am...

It looks like the OP used JBookTrader for backtesting, which is the open source software which I manage, so I'll answer this question. In JBookTrader, "Kelly" stands for the Kelly Criterion and is calculated as follows: kellyCriterion = 100 * (probabilityOfWin - (1 - probabilityOfWin) /...