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It's easier to name the differences, where the first and most important one is that in a horse race, you lose your bet if you lose, which is usually not the case when investing.

Martingales will invariably lead to ruin. Instead, you maximise long term geometric mean of returns through Kelly betting, just google it.

Get a VPN before going there and problem is solved.

Most stuff is accessible besides Youtube and Facebook, no worries.

Hi all, Here's the weekly update for my ES algo called "Quantum Leap". The accompanying equity curve is attached. Commentary: The week was one of the strongest on record, with a weekly profit of $601, or +13.1% on equity. Last month has been exceptionally strong with a growth in equity...

Personally I prefer Matlab, very powerful and quick for development. I save a lot of time using it compared to e.g. Java or C++, and works well unless you pursue HFT.

True, for instance futures _are_ a zero-sum game since it's a contract between two parties where one's gain is the other's loss.

Incredibly dangerous assumption. Or as someone said: it will vontinue go up - until it doesn't!

So what's the holy grail then? You mean you have lost your credibility two times on ET?

Paper trade and see what works best.

Stocks are not zero-sum game...

That's the reason why I only trade the direction for the day, I've realised trying to forecast for longer periods is a task for fortune tellers...

The truth of the matter is that pretty much all instruments are _both_ mean-reversing and trend-following, depending on the point of time and time horizon. The holy grail of investing is accurately determining which mode you are in and when.

The interesting thing is that profits among HFT firms have been on decline since the Lehman crash! Just Google for statistics.

Ok good.

It will end up as minced meat...stock exchanges have to come down at least 10% this year.

If you're worried about over fitting you should also keep the number of parameters to a minimum...

Never speculate, always follow your strategy!

Do you trade with real money? Somehow the combination of the words 'money' and 'experiment' makes me worried.

*lol*