I'm not saying he's an angel. Im saying that he's the one who implemented the idea successfuly. Nobody gives a damn who came up with the...
Ideas have no value. You can't patent an idea, only its implementation. Thats why Zuckerberger is rich and the others aren't. Ninna
How do you compute your returns? What's the r:r ratio when you enter/roll a spread? Ninna
A guy told me this with a smile one time when I asked the question: "Well, actually you shouldn't hire me because if you do, in about two years...
We need to regulate to enforce this. We can't let a food bubble inflate. Ninna
Your approach is sound. You definitely have an edge which is all that counts in the end. The problem with your approach are the drawdowns....
Interesting... What kind of methods do you use to identify the various types of market participants? I know from experience it is a difficult...
The trade frequency is irrelevant if you suffer from regime shift. I have mean-reversion systems with thousands of trades per month that perform...
Then you clearly don't understand what the profit factor is... From the pf and trade frequency you can compute the maximum DD (within your...
Sure, The rolling pf gives you the distribution of your profit curve. From this distribution and the trade frequency you can compute profit and...
As I said, if you can't compute it yourself you need to buy it. I know that Bloomberg sells it. However I'm not sure if they provide historical...
http://www2.standardandpoors.com/spf/pdf/index/SP_US_Indices_Methodology_Web.pdf Or you can buy it from data vendors (Bloomberg) Ninna
You only need to look at two things: -Rolling profit factor -Nb of trades The rest is noise. For an intra-day strategy I would look at...
It's funny how people (here) think they need money to help other people. The truth is there's no shortage of money. There's plenty of money...
I was speaking for my company. We package (i.e. combine) trading strategies into what I call "products" that we then sell in the form of (hedge)...
This is definitely no scalable enough for institutional investors. I would try to look for someone (friend, family) that can invest 50k-100k if...
There are no rules. It depends on the system and the parties involved. We considered literaly thousands of systems and we only bought a...
By people willing to "die for your freedom" did you mean people willing to "engage in two illegal and unjustified wars and killing 100k's of...
Americans, like most people (and yourself it seems) have no understanding of basic statistics concepts. There's confusion between correlation...
You can use LEAPS as the underlying and sell front-month calls against them. You then profit from the exponential theta difference between the two...
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