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    Algorithmic trading for hedge funds: hedging techniques and application to a folio

    I really admire your tenacity but I'd give up and move on to something else. Like gardening for instance
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    New take on VWAP

    This is not the usual vwap or way that it is used, so the normal indicators are of little use. My original post sounded trivial but the way I want to trade this illiquid market is more complex than it first seems.
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    New take on VWAP

    Excuse my possible niavety but please bear with me. Say you have an illiquid market with a high degree of volatility. Surely there is some logic in indentifying times to buy the market cheaply in order to push it higher and then offloading it at a higher price when the liquidity is...
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    Pair Trading Strategy Journal

    Back to PTF, I've been involved in a longterm project outside trading and therefore havent been using PFT for a while. I've also had to change computer as my other developed a fault on the C: drive. I installed the latest version of PTF, created a load of groups, found some good pairs and was...
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    Algorithmic Trading a large folio with small orders

    I assume that the 'G' stands for 'grid' ?
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    Algorithmic Trading a large folio with small orders

    I appreciate that this is an ongoing project but have you done any studies as to the longterm return you're getting compared to a buy and hold strategy ? It would be good to see a timeline of the return to see if your bot changes/additions are increasing/decreasing your return.
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    Global Macro Trading Journal

    Shorting retailers :)
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    Global Macro Trading Journal

    With all the other opportunities around why in hell's teeth would you consider buying a retailer in this current climate ?
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    Spread betting vs brokerage

    Now I quite appreciate that most people's gut reaction will be to keep well away from those nasty companies that offer spread betting on financial instruments because the whole concept is tinged with the dirty world of gambling but before you throw the baby out with the bathwater, let me have my...
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    Why do people pay for trading courses/training?

    Like some others, I haven't read the entire thread, so what I'm about to say could have already been said. My attitude has always been, 'Those who can, do. Those who can't, teach' This recently came up when I was given a one-on-one with those nice people at OrderFlowAnalytics. I just...
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    puddles 2011 trade journal (formerly a 70k bet..)

    puddles, quit the day job...... Good to see you're still alive however.....
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    puddles 2011 trade journal (formerly a 70k bet..)

    puddles, have you died ?
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    Reducing Size after Extreme Profitability

    "Does anybody think it is wise to reduce size after periods of extreme profitability?" This is something I've pondered on for quite some time for simple mathematical reasons. Say you have a great deal of data and have constructed a system that produces a steady 10% profit without much...
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    Reducing Size after Extreme Profitability

    "the same way I knew at $1340 the profits in gold had become extreme" Oh yeah. Right on the button. The EXIT button :)
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    Is Trading Just Guessing?

    Although you're right to an extent that everyone 'guesses' to some degree or another, the word 'guess' should not imply a binary system. No one is either 'guessing' or 'not guessing'. There are degrees of 'guessing'. And that's where the difference lies between longterm winners and losers...
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    Pair Trading Strategy Journal

    Thanks for the feedback Kevin. I suspect it'll take a bit of time to compare the two versions, though co-integration does seem to be favoured by lots of people who know a lot more than me about the subject. I suspect I'll upgrade.
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    Pair Trading Strategy Journal

    Anyone upgraded to the new cointegration version of PTF ? Is it worth the upgrade ?
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    What If You Could Have Predicted the Yen’s New Record? The SSI Saw It Coming.

    Hang on a minute. Aren't FXCM those scammsters who stole tens of thousands of pounds from their clients and are being taken to court ? I believe some of their board members have also been sued in the past. Personally I wouldn't touch them with a bargepole. Well I would but they'd find it a bit...
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    Currency Futures News Straddle?

    I've done this successfully on FX Spot using my Ninjatrader interface SuperDOM. Place the positions around 5 pips away on either side about 10 secs before the news event. Its dependent on the news event of course because some are subject to insider trading.
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    how is making money in forex

    My sixpenneth worth: 1. Don't open an account with a bucket shop that uses Metatrader. All bucket shops trade against you and they wouldn't do that without a significant edge. Their edge is Metatrader which is designed with brokers in mind. You'll do well with a demo account and then they'll...
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