Actually I have. If I were trading using stops there is no question the es is better. For now paying $62 for sl and comm per round turn is...
I trade 100% mechanically in futures and options. The results are in line with historical testing and I keep a close eye on slippage. In the big...
Sharpe ratio also works for me with intraday data. As far as dumping the trades from Tradestation into excel, how do you get rid of the dates in...
Thanks for sharing. What is your technique, T/A, Congestion, Trendfollowing, DT'ing? Good trading.
CB, as an option seller I watch the vix pretty closely. 5-10% moves are faily common when the vix is > 25 as there is quite a bit of fear in the...
I believe this is correct. The Vix measures fear more than volatility. If volatility is to be measured, then an ATR or something similiar should...
You better believe it. Looks like my premonition was somewhat correct. Thanks for the details. In my experience the volatility skew has...
So much for intuition. What if you only played it when the entire market participated in the move? Perhaps this would filter out the bad trades.
My guess would be that your system would for the most part still work even with companies going broke. Especially if it was a situation with the...
Besides a long only system, as clearly a company going bankrupt will lose money for shareholders, what systems did you have in mind?
This would have to be a play off of option pricing as there theoretically is no risk and no profit in being long the underlying and short a...
Grew up in Kailua, great place.
There is a good deal of valuable info here but the one thing I would add is to get a good, agressive and reputable attorney firm to represent you....
Nope you are right, short and short faster than you'd go long.
Valid questions. System traders tend to constantly explore ideas but stick with what they know to work in the immediate term. My theory has been...
The breadth issues are valuable to me in trading. What would be great to have but is quite difficult to find would be breadth data for the sp....
Correct, and often 35 non qualified investors are admissable also. It is rare to find non qualified investors to make the minimum investment...
I feel system trading is the way to keep the long term perspective and the emotions in check. It is nearly impossible though, if the trader had...
Do you have details Wally?
This idea is actually used often in the long term. There are a number of firms that have a built in stop to shut the company down after x% of...
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