what is appealing to large money is not huge returns, but low volatility. Nobody can make 500%/year without using huge leverage, and therefore...
www.systemtradingforum.com www.systems4trading.com/
CTA's can trade on the long or short side. They are only allowed to trade futures as far as I know.
only if he is allowing multiple entries.
Yes, assuming you are not filled on the 3rd bar.
This code will buy the open on the 3rd bar after 2 gaps down . The sell command is issued correctly and does not require a position before you...
How do you guage what is and is not priced into the market?
See this article. http://seekingalpha.com/article/66495-bernanke-isnt-finished-cutting-by-a-longshot
eFloorTrade's interface works with Matlab and Excel. I've been using it for quite a while now.
I've used allsportsmarket.com, but I wasn't very impressed with the liquidity there. May have changed since I closed my account about a year ago.
Not neccessarily true. This is a random data generator that does not produce "normal" returns.
I stumbled across these guys the other day. Maybe they can provide whatever you need. http://www.systemtradingforum.com
Agreed!!!
correction... Sortio = ( AROR% - Risk Free % ) / Std. Dev. of negative asset returns. http://www.investopedia.com/terms/s/sortinoratio.asp
Does anyone know of any software that will provide historical data for trades at bid/offer?
Your dollars will be worthless.
agreed. You may store volume as well. Tradestation tracks upticks and downticks.
Yes. The requirements were less than 15 customers, less than 250k under management, and you do not hold yourself out to the public as a CTA. The...
I vote this for thread of the year.
Nobody can afford to pay their mortgage = more spending money. I read somewhere a couple of months back that for the first time in a while, more...
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