...I did not take your kind comments as critical. If I appeared to do so it is because of my pedantic writing style. I very much value your...
...now I understand. Your dry sense of humor is even more arid than mine! What I found utterly astonishing (being a country boy) was that some of...
...please accept my most profound apologies on the offensiveness of my post. It is very tedious dictating to the monkey who actually does the...
...sorry, English is not my native language. I did not mean it as a criticism, I meant that in my experience the drawdown relative to the...
...they are somebody and I am nobody, so perhaps arrogance was the wrong word to use. Let me substitute hubris. I think the record, to the extent...
...that is close, very good, but IMO FWIW use of the term stochastic is questionable. My math and science eduation is 35 years behind, but IMO...
...if I remember the epilogue correctly, the positions taken over by the bailout consortium broke even two years later relative to their value at...
...geat reading, huh? I couldn't put it down. What a genre - the financial mystery! Now if only they'd been screwing the secretaries, we could...
...with the deepest respect for your trading knowledge and wisdom, I must point out that I sincerely believe in the integrity of nine of the ten...
...not to put too fine a point on it, but have you read "When Genius Failed" re LTCM? Their problem was not that they were quants, but that they...
...excuse me, but I don't believe I know you. Are you associated with E-Signal? Thanks. - Mike
...thank you kindly for the advice. I have certainly had experiences which support your contention about 60 days being a joke, but I also have...
...realize that the market exhibits subtle structural regularities which can be discovered by statistical analysis and used as a razor thin edge...
...E-Signal at present only provides 60 trading days of one minute data. I find that this is more than enough to do intraday system development,...
...I don't understand why you are wary of that drawdown. My best NQ system makes about 30 NQ points a month intraday with a worst case (not...
...thanks. Learn something new every day. I'm in LA myself. - Mike
...another stupid question. If limit order fills are so elusive, why aren't you using market orders? My backtesting of a successful market order...
...it would be truly extraordinary if you had indeed talked to William of Occam, since he lived in the twelfth century. Could you arrange a seance...
...help me get the picture. You watch SPX (because it's clean?), but trade SPY? If so, why not just trade ES?
...I haven't tried to analyze it, but I strongly suspect that this effect is what makes morning breakout systems work. Just take the money. Even...
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