I wouldn't trade friend's money with the strategy you are using either. I must say I'm kind of relieved you're not thinking about it. However...
Here we monitor the returns constantly on several timeframes and we stop the strategy when the returns fall outside the statistical bounds (both...
It is a feminine name indeed. And it is popular in east Europe/some parts of west Europe. As for Japan I don't know. :) Ninna
Well, maybe they don't deserve it. :) I don't believe that concepts in themselves contain secrets, thus I allow myself to talk about them....
I also think he doesn't understand the maths. Here's the paradox 1a2b3cppp: You can keep your $1M in cash and take a chunk out every year. You...
Actually it isn't exactly the same thing as the coin flips are not normally distributed. For the coke bottles you bet on the next bottle's...
This strategy works well when there's a (relatively) strong bias in the underlying. Else you're breaking even minus commissions. But since most...
You need to understand what are the characteristics of the underlying that make your strategy work. Then you can look for the same...
Actually you change the relative magnitude because your normailzation factor isn't constant. That way you can remove the fat tails. Imagine...
Yes. Ninna
He meant add to your position when it goes with you instead of against you. Anyway just like martingale it doesn't turn negative expectancy...
This is an illusion. Diversified negative expectancy doesn't give positive expectancy (except in some rare and strange cases but not here). It...
As long as you assume 50/50 minus trading cost your expectancy is negative. No amount of money management (i.e. martingale) will change that....
You are right, detrending is a good start but is not sufficient. If you're interested the next step would be to look at how volatility relates...
RSI surely works better in range markets. What I meant however is that RSI performs better on a gaussian process than on market prices. The...
You're not going to find that in any book. Beside, there is no consensus of opinion in the professional world. If there was we wouldn't see...
Sure, I meant the (non-)stationarity of the return distribution. http://en.wikipedia.org/wiki/Stationary_process Ninna
To make it simple, if your residency is in Russia you'll pay taxes in Russia. If you have an american passport it's a special case as even if...
Amateurs should aim for market return. 2y is not long term. Ninna
No that's not what I mean. I don't agree with you, derivatives of price can be stationary (and very close to gaussian). That's what I trade....
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