well, the title is self speaking i guess. we intend to trade long and short with pretty high turnover. pure quant stuff. thanks for the help
i want to create a list of quantitative trading ctas and hedge funds. i am pretty aware that there are many more than you find in any databases. i...
would be my first try as well. funny, i saw a presentation where a trader concluded the exact opposite out of the same figure. this is what i mean...
fine for me. reminds of aspects you mentioned in another thread.
i don't do anything in TS, so i skipped the code. i think i already see the point that 11:30-90% was just the starting point for further...
you are right, i still do not get that. from my understanding fading the 11:30 value if it is the high or the low assumes that there is additional...
abogdan btw do you keep the book market neutral by trading a future against?
i do not get that. i cannot believe that your result really corresponds to the 2 hours 90% analysis. at 11:30 you still do not know which one...
btw i think acrary is the only person who can create lasting threads without really participtating ...
this is what i meant by saying earlier that each change in position can only be a reflection of changes in the market and not just a function of...
ic. i prefer longs on downgaps as well. from other posts i just had the feeling that you are part of the systematic community here.
you found that structure reliable? did you test it back? we did some research here but found other structures more reliable than shorting a down...
we had build a pattern recongition strategy on sp futures tested over ten years, started in november and it tried to short this run at about 1030....
first i wanted to write a critical post on this probability, because i thought it is misguiding. but i did a small monte carlo first and came to...
IMHO opinion every investment which does not provide risk free rate of return will go bust in the end. no matter how unlikely a streak of losses...
honestly speaking i never tried strategies of the mentioned. having said that i am eager to learn more on money management. thus i am interested...
spieler as far as i know the high of the VIX since mid nineties is slightly above 45. ->?
lw27 sorry for this nonproductive talking - temptation was too big. i would not apply traditional TA thinking for such a stock. most likely...
i would never use a trendline with less than three points!
maybe a short indicator. maybe.
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