Maybe it is not so much an issue of using something other than your 10 point "world has come to an end in my trade" stop - but rather money...
IB will have the VIX options starting on Monday.
could you explain this?
Yes, this is true, but then again... the VIX futures are based on the index also. From the CBOE website: VIX option prices should reflect...
The above was debunked on Myth Busters :D But the toothbrush in the bathroom is an issue!
When applying it to a trend following system: Entering 2 Contracts at trade initiation: Net Profit: $205,440 Max DD: $29,640 Net Profit/Max...
I am getting different results that suggest building into a position as a trade goes against you is better. Perhaps this rule is system dependent?...
I'm actually looking into some of this myself and will PM you if I find any..
If you want to go the 'free' path, you might be able to get this from a university. Econ departments often have tons of market data that they...
it is cheap if the ideas are worth more than $2.5/idea. Pretty basic. But yes, I'm really not sure what you are getting at here....
Got it... the 'gummy' material was easier to digest then the wall of math in the other paper. It looks to me like this stuff would be very...
Could one of you here 'bite size' / explain cointegration for me? What is it used for in layman's terms? Granville
LOL :D
I think this needs to go on my wall.
IBj, I for one am interested in this discussion. A while back a friend and I developed an algorithm for trading open 'price discovery' markets...
Could one of you explain this? Sounds like game theory in action.
yes, I see it. Looks like it does not refrence historical..only current bar. I will see how I can work with this. A common order for my...
For those of you who work with High Frequency systems: I am finding some profitable methods for currencies using limit and stop orders. The...
I think +10%/Month is a bit excessive. I am -without a doubt- certain that it is possible. However, I think it is unlikely. Add in...
There is a book that describes some well tested stock investment strategies. They are quantifiable and tested over decades of market returns:...
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