Search Results

Search Again

  1. How to make decent $ with conservative vertical spread?

    Why not experiment with the idea of adding a directional bias to your trading? Selling strangles (sell DOTM call and also sell DOTM put) is...
    Post by: MGJ, Nov 5, 2007 in forum: Options

  2. A cool little strategy

    Perhaps your numerical results might improve if you added a trend filter which prevents your strategy from buying stocks that are in screamingly...
    Post by: MGJ, Nov 3, 2007 in forum: Strategy Building

  3. Is there any point in buying US equities for Canadians?

    Businesses hedge their currency exposure; individuals can do so too. If you think US stock ABCDE is going to have the largest percentage move of...
    Post by: MGJ, Nov 1, 2007 in forum: Trading

  4. How to start building a system around expectancy

    I recommend you obtain high-end backtesting software and begin to study.
    Post by: MGJ, Oct 31, 2007 in forum: Risk Management

  5. What is the Ethical Limit to Personal Wealth?

    I find it tidy to use a functional definition: "ethical" == "legal". What is illegal is unethical, and what is legal is ethical. By definition....
    Post by: MGJ, Oct 30, 2007 in forum: Politics

  6. How to start building a system around expectancy

    here is the spreadsheet used to make the plot; beware, it's 680 Kbytes.
    Post by: MGJ, Oct 30, 2007 in forum: Risk Management

  7. How to start building a system around expectancy

    I recommend you obtain high-end backtesting software and begin to study the relationship between "Expectancy" and "Overall System Goodness" as...
    Post by: MGJ, Oct 30, 2007 in forum: Risk Management

  8. Thought about slippage

    Why not do the experiment right now? Make some trades and observe what slippage is actually experienced in real life with your actual orders (not...
    Post by: MGJ, Oct 29, 2007 in forum: Order Execution

  9. No Alpha-No pay: New CALPERS proposal could shake up industry

    Of course this would drastically reduce their allocation to Renaissance, AHL, Tudor, Winton, Soros, Sequoia, Kleiner Perkins, et al., who would...
    Post by: MGJ, Oct 18, 2007 in forum: Professional Trading

  10. The best weekly systems

    The probability that someone will make > 60% per annum profits trading stocks unleveraged, is greater than zero. The probability that one or more...
    Post by: MGJ, Oct 18, 2007 in forum: Strategy Building

  11. POLL: What is your Stop Loss Strategy?

    Some technical trading systems use indicators (rather than prices) to determine when it's time to exit. For example,Enter long if...
    Post by: MGJ, Oct 16, 2007 in forum: Risk Management

  12. CTA and Outside Forex Traders - Can I do this?

    Finding a lawyer will take 8 hours of your time (including checking references). Cost to you: 8 x $200 = $1600 Asking a lawyer this question...
    Post by: MGJ, Oct 14, 2007 in forum: Professional Trading

  13. "Scaling out" is inferior behavior

    Here's a bit of data on Scaling Out. It's a backtest of a mechanical trading system operating on a portfolio of 90 futures markets, without...
    Post by: MGJ, Oct 13, 2007 in forum: Strategy Building

  14. Interview Questions to expect!

    If you give the wrong answer to this question, they will escort you out of the building at 9:45AM. Have you ever heard of these books? (book1)...
    Post by: MGJ, Oct 8, 2007 in forum: Professional Trading

  15. Edge?

    http://www.elitetrader.com/vb/showthread.php?s=&postid=1096266#post1096266 Was gibt es Neues?
    Post by: MGJ, Oct 8, 2007 in forum: Technical Analysis

  16. Swissy (SF)

    http://www.cme.com/trading/res/te/2007columbus_day.html [IMG]
    Post by: MGJ, Oct 8, 2007 in forum: Financial Futures

  17. "trade what you see" morons

    What about blind people?
    Post by: MGJ, Oct 4, 2007 in forum: Professional Trading

  18. Cycle Period-based Channel Breakouts

    Super Turtle by Murray Ruggiero. He is not shy about touting Super Turtle right here on ET....
    Post by: MGJ, Oct 4, 2007 in forum: Technical Analysis

  19. “Way of the Turtle”

    Please explain further. Do any of these statements have the same meaning as yours?The system "Trade what you see" works, and there is no other...
    Post by: MGJ, Oct 2, 2007 in forum: Technical Analysis

  20. Mutual funds that beat the market

    I enjoyed the attached .pdf presentation by Cohen of the Harvard Business School. Slide 5 (reproduced below) is apropos of this discussion. [IMG]
    Post by: MGJ, Oct 2, 2007 in forum: Economics
Showing results 561 to 580 of 721 Next >
Search Again