... market neutrality. that's something in itself. peace
Chris I saw you did not mean to talk to me. I just wanted to prevent what I was afraid could turn out as the old backtest-or-not discussion....
... arguing some have the backtest implemented within the fastest computer on earth ...
jrweiner what's your average holding period? peace
is anyone doing pairs only within the same sector, maybe using fundamental data as well? anybody doing pairstrading cross-country? japanese...
I just wrote a little abstract about the subject since I want to get into testing channels of that kind in summer. My thoughts are basically:...
schnorgie we are using macs here too - tired of ms-universe.
intraday around the clock deserves a trading desk of several people. at least five IMO. there are two ways to do the thing if you have a pure...
aphexcoil IMO your are right in the way you see the difference in the certainty of the expectation value of a bet. yet you do not mention the...
isn't that rather similar to black jack?
Vienna trading US stocks. peace
survivorshipbias I am very much afraid of it when it comes to long-short plays. within almost all strategies of that kind I try to exploit a very...
joe i think i saw an article about the subject in one of the early bnp cooper neff's "insight" - www.bnpcn.com. as far as i remember they...
haven't been here recently too. our strategy started early december live trading and is up 3.65% by yesterday evening. is much better than tests...
thanks. amazing.
what will be the real substantial difference to ISE?
Lightning agreed. I would not spend unreasonable time without having done the homework. The only thing I am doing on the strategy side is to run...
Corso agree with your implied statement. for a day trader their sharpe is not too exciting, but its the size that is sexy. USDm 500 times 4%-6%...
WDGann have a plan how to get there? peace
"1. Shorting is complicated in Japan. Short sales need to be flagged and you can not send in an order equal to or lower than the last traded...
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