Search results

Fun question. I'm not a SPY watcher, but from ES/SPX, a reasonable gamble would be almost twice as far, which allies with your >70% ("wider") choice. Thanks for posting.:thumbsup:

I was thinking about this, this past Spring/Summer, and ended up going all sorts of "olde school" and reviewing trend-following techniques, and found a lot of free money waiting. That was my response to "Hey, what about the next 10 years?" and I guess my response was, "Well, do trend-following...

Me, too. $18. :( I've been calling new bottoms every few weeks.... with the same thesis. (To which I still adhere, dammit.) :thumbsup: :confused: :rolleyes: :cool: :p :D

I have not tried this, but an interesting study would be, "if the VIX pops above 20, how often does it then pop, also, above... 22? 24? 26? Thus, a Buy order set at 20, with an immediate Sell at 22 or 24 or 26.... how much would each of those set-up have made/lost, over the last 12 years...

Easier than 4 mouse-clicks from TWS to a .csv file? No.

I'm totally okay with that for a current need, which is posting things to nonTWS users and doing so without regard to the clock (and TWS' penchant for being down just when you'd like to share something. And for that matter, much of what I'd like to share would be at a 3month/1-day candle level...

"The better one" will be the one with liquidity over the time you wish to trade. The shorter the intended holding period, the more important for volume→minBid_Ask spread. (And that means money in your pocket.) The longer the holding period, the more forgiving the trades will be to wide spreads...

Yeah, major PITA of TWS is the inability to offload any sort of historical data. FWIW, the (otherwise hidden) way to offload instant data is from File/downarrow/Import_Export/Export_current_page_as_.csv But that's only good for what's on that page. (I offload 70 S&P strikes for 6 expiries on...

Each of Sharpe, Sortino, and the CalMar have their role. But rather than thinking of them like a brand, think of the actual math -- what *is* your return? What is your return versus the market? What about market risk? Reminding myself of the math makes each take on meaning. FWIW, one criticism...

Two current one that I just found,... http://traders.com/ (a couple folded in here, including SFO/Technical Analysis of Stocks Futures & Options) and, possibly website only, https://tradersworld.com/posts/ which calls itself "The Official Magazine Of Technical Analysis." All that said, I very...

One thing that got burned into my mind a million years ago: if a trade goes over an hour, you're no longer a trader, you're an investor. :confused: That still cracks me up. :D:rolleyes::p

What's the difference between the emergency room and the regular hospital ward. They both seek a diagnosis of what the patient 'presents' -- and they both have prognoses. Just different time horizons, with 'acute' leaking into 'chronic', and 'chronic' leaking into 'acute.' If you're not aware...

I am setting up a trend regime right now, wherein I long/short an index based on signals (so, no TPs, but Stops for sure) which will also use Stops for drops of 'a greater degree, but before the trend-based system might have time to react.' At the same time, a secondary assignment will be to...

Sorry for the delay, but 1) Yeah, and agreed, and got the 15 minutes covered. 2) My UPS batteries are not replaceable, but if they were, I still wouldn't do it, because the other function of a UPS is in the surge/power quality area, and 99% of what's on the market is made of sacrificial...

Uh-ohhhhh. "Where does one trade end, and another begin?" Using stops, each trade is explicit -- it's on, or it's off, 100%. Even reverses are an instantaneous 2nd trade (in the other direction). But with hedges? Say Trade1 (hedged by Trade2) is going poorly -- are you out of Trade1 entirely...

Dude! I have *two*. But they don't last forever. One (lights, audio, printer) gives you ~5minutes. (It's an antique; mostly for clean power, not UPS purposes.) The other (desktop, ISP/gateway, monitors) goes maybe ~10-15minutes -- something which *might* get me out of sketchy positions...

I have seen the market for tick scalping go from stupidly-lucrative to desert. (5 years?) I have seen the market for option selling go from 'like farming wheat' planting/harvesting to (again...) desert. (5 years?) I have revisited one of my oldest interests -- Ye Ol' Trend-Following rules. (EOD...

Fears of what? Disgusted by what? (To be a complete math nerd: if we sweep two perpendicular planes for 360°, we describe a circle.Thus,...) I am confused by your declaration.

He was a guy who had nice things to say about nautilus shells. Invented a nice set of weight machines. That guy.

Another aspect of this is longevity -- i.e., for how long has Trader Z performed with a Sharpe of >3.0?? Traders who only trade one (type/season/climate) of market think every market must be just like the one that they traded. If they made out, then "Trading is easy!" and all who fail are...