Here's how I do it, although there might be a more elegant way of calculating it: Assuming Column A contains your equity curve: Cell B2 :...
CTAs use notional funding. So if they state they have $10m under management, the actual cash deposited in trading accounts may only be a fraction...
Trading 1 t-bond against 1 10 year has a directional bias, as the two have different dollar volatilities. Therefore you will almost always have a...
My understanding is that if you are in the top personal income tax bracket, you will have to make up the difference between the company rate and...
You just pay income tax on net gains. Tax rates as follows for individuals: 1-6000: nil 6001 -20000: 17cents for each $1 over 6000...
Most kites now have a quick release that you can pull to separate from the kite in emergencies. The bad accidents are usually people getting...
I'm a long time windsurfer. It is the ultimate feeling of freedom out on the water on a sunny day with no one around. It is one of the few...
best way is to equalise daily dollar volatility. At the moment, a ratio of 2 NQ per 1 ES is probably about right. It is not constant, so you...
If you are a good trader, knowing when to not follow your system can make a huge difference.
you only need one account. Although IB may match up the purchases and sales differently to your models, it makes no difference to your p & l.
Treasury futures are worth a look too, the bund on Eurex for example.
I think the opposite, from the point of view of company risk and market risk. If you are trading 1 company, you have both company and market...
Alpha, I never trade against the signal, but will often trade in and out several times in it's direction over a week or so. Most of the time I...
I am a hybrid trader - I have some very good quant models but I don't place all my faith in them. My belief is that most systems will fail in the...
Do you know the exchange has a website with lots of useful info on it!
Wish we could trade the long gilts on LIFFE. We can trade treasuries on Eurex and ACE, so I don't see why this liquid product is not available.
1) I think chaos theory describes the markets well. The market is constantly evaluating and digesting new information, so it is very hard to make...
How about alligator spread? Any option position with numerous legs qualifies. It is favoured by brokers as it snaps up commissions.
To identify potential extremes, you could perhaps create an indicator based around the bollinger band concept: indicator = (close - average ) /...
When you look at their profits you think they could spend a few million to get some decent phone support....
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