Who is JH?
Most of my strategies are not trend following.
Hmm, I don't trade with leverage. I don't need it to get significant returns and I wouldn't want the added risk this would bring .. unless I can...
I am exploring opportunities. I trade quantified swing strategies, mostly daily but I have some weeklies and can modify some to even trade...
Hmm, I actively trade because I want higher returns and lower drawdowns than the market can provide. The drawdown of this model is more in line...
I suggest you check with Broad Street trading: http://www.broadstreettrading.com/ I question whether they can really get you better execution...
I'm not clear why people that are successfully trading their own money are looking to complicate their life by managing other peoples money. In...
Maybe this is true trading intraday, but some suprisingly simple trend following, counter trend, and even fundamental/technical quant strategies...
It's pretty rare that the correlation gets very high between my long and short stock strategies. Murray once said something to the effect that...
Hi, Here is a strategy: http://www.osam.com/pdf/Commentary_Sep10.pdf Essentially the article says that if you have a portfolio of high...
At least 3 to 4%, w/o margin, prop shops, or day trading.
You could use an OCA - one cancels all order. I know Interactive Brokers supports this order type. With it you can place all 3 orders and...
And how exactly do you know before it happens? Crystal ball?
Things are often not as they seem. A quick test on http://www.etfreplay.com/backtest_ma.aspx for SPY, from Jan 2000 shows: Total return of...
If your equity curves are so smooth, why turn the strategies off?
ALL data used to make investment or trading decisions are based on history, whether the data is fundamental, technical, quantitative, or a chart....
Re. the Ivy Portfolio, I've never had a problem with the website, but here's another with the same info, the author's blog:...
Good idea. It's hard to beat the flexibility of a good db and someone that knows how to write queries, but you'd be surprised what can be done in...
Excel is what I use. I track my weekly results across all accounts and can drill down on stats over any time frame. I also keep track of all my...
The timing strategy promoted in the book returned a loss of .59% in 2008. I wouldn't consider that "annihilated". See the year by year results...
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