I don't think people understand the true significance of sentiment, that somehow the majority is always wrong. This is a rather naive assumption,...
Ah, but the point is, HOW DO YOU MEASURE IT? But not only that, once you've measured your performance in terms of both returns, risk, etc. how...
My research into CTAs indicate that, as trend followers, they do well in trending environments when the broad market is at extremes, bull or bear....
Donât be dense people. A) Download it. Itâs a pdf. Do a search on the web, its everywhere. B) CTA â Commodity Trading Advisor; CTAs &...
As I pointed out in a thread I started, the best/highest returns were not necessarily indicative of survivors. Measures of performance should...
How do CTAs' Return Distribution Characteristics affect their likelihood of Survival http://www.turtletrader.com/mfa-articles/diz-rez.pdf...
Right, but do you find that using out of session data is useful? or harmful? or negligible to your trading? and design? Is it noise or do you...
Do a search for "quant" and "programming." I believe this was discussed in great detail as to the necessary background for would-be quants....
Here's another question, do you use just regular trading hours for the S&P e-minis? or do you include overnight sessions when backtesting as well...
I think my nipples just got hard. If this thing's for real. A trader's library. Speculator heaven. How is pricing for the books? I usually...
Since I am a purely discretionary trader, I never automated or programmed a trading system even though I think I may eventually to compensate for...
I seriously looked into income property before I started trading. While I haven't accumulated any (the down payment to which became my trading...
Trends exist in multiple timeframes. To say that the current trend is bearish is to be both correct and incorrect at the same time, unless one...
Separate, no futures market depth in eSignal despite integration. Its not exactly an integrated product, you still have both interfaces up.
Its like trading, they go long on strength and short weakness.
Heh, kind of depends on how many contracts one swings, doesn't it? :) Which actually brings to mind a chat I had with some other traders, some...
I would need harder empirical evidence to use contrarian indicators, like mutual fund money flow and insider buying/selling ratio. Rydex ratio...
Speculative issues like IPOs, secondary offerings, etc. are one way to confirm a bubble's top. People start feeling like they can just print money...
I went light today, made 1.5pts. Half-day Fridays are awesome.
Do a search. New fee structure starting June 03. Better, not necessarily the best in the business, but its good bang for your buck. For...
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