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I am in the South Bay area. Don't mind to chat at a local Starbucks after trading hours

Use Excel formula =PERCENTILE(A2:A16,0.1)

Removing condition 1 would yield better performances for the buy side. (At least for equities). Basically a dip buying strategy that has always been working well but hard to scale up.

In anticipation of the financial tax passing, I have been experimenting with longer timeframe holding period (weekly, monthly instead of daily). The edges that were present in the shorter timeframe do not hold for longer timeframes. Percentages of profitable mean reversion trades are...

Do you know where I can find a service that would list all the ETFs and Indexes that a particular stock belong to? For example, I would like to find out all ETFs that has AAPL as one of its components...

That means one could potentially start a 25M-50M hedge fund just on this strategy. I think the academia people are just nuts not at least trying to turn their research into real money. Anyway, I really like these strategies with these intermediate timeframes and actually see that someone do...

Any thoughts on why such a well documented system (Sp add/del) continue to be profitable for years? Wouldn't such a system be arbed away? This system reminds me to go back and reread Altucher's "Trade Like a Hedge Fund" which discuss his version of SP add/del.

I would like to study the 1987 October crash. Do you guys know who supply intraday stock quotes at that time? 5 min bars for SP500 stocks would suffice. Thanks

Nobody post there for 5 years. They only post when they are newbies or when they are on a winning streak. They stop posting when they flamed out, burned out, or went bankrupt. I see plenty of good traders on Collective2 for as long as 2 years before their equity curve crash and burn.

Good to see successful traders exist out there. I know some friends who traded for more than 5 years, but they hold regular jobs, so they never made enough in trading to actually quit their day jobs. In fact, my general doctor also traded on the side since 98, loving it and claimed he trades...

Does anybody personally know of full time retail traders that trade for a living for 5 years or more? Not the hedge fund traders or investment bank traders but ordinary folks who trade only for themselves by themselves. I was just having this discussion with friends and we could not come up...

Looks like the general consensus is 1Mil is not enough. So when would most of you decide to scale back? at 2M, 5M or compound all the way

I did not mean quit trading altogether. But when is it a good time to scale back. If you look at 50% drawdown, you potentially face drawdown of 500k for 1M equity at year 1, drawdown of 1M for 2M equity for year 2 and so on. That is a huge amount of drawdown to face. Meanwhile you still...

So you are happy with a sure 50K interest plus a potential 50K trading income versus a potential 500K trading income? That is a rather conservative approach. Imagine what you can do with half a mil.:)

Just say you have an aggressive trading style with about 50% gain and 50% drawdown yearly. Would you quit after making 1Mil and trade less aggressively or continue compounding, risking losing back 500K? Or would you diversify and invest part of your equity in some other investments?