+35%. This low-vol grind-fest of a market reminds me of the mid 2000's, it almost brings a tear to my eye. QE has replaced MBS for this generation...
All of you are probably systematic traders to a certain degree. Throw darts at the newspaper and trade? You're systematic. Look at lunar cycles?...
A relatively uninspiring 25%. Then again that is better than 2008 which was a relatively inspiring: 0%.
It is (sort of) a mean reversion approach. If you trade only the members of the S&P 500 with it, then I would expect that portfolio selection to...
Hmm I respectfully disagree (to an extent). I think there is value in portfolio theory, but I must add the caveat that what the other poster...
Talon, While this thread has been interesting in that you have survived the typical ET flame-assault before people even realized you might have...
I'm in an odd mood. Let us speculate, although we will not speculate every day. Only on days when it pays to speculate. This speculation could...
I'm not sure what the exact context of this post is, it's fairly half-baked as most ET posts tend to be. If you're talking about buy / hold /...
I'm not talking about nuclear war. I'm talking about economic collapse on either a wide scale or, in the case of litigation, on a very personal...
I assume you are American. I assume you have enough money for this to be worth the opportunity cost and hassle. I am not a financial advisor nor...
I'd like to concur with some of the posters in this thread. 5-10 years of grueling, constant study (with no guarantee you'll pan out). I do...
When you can tell how an instrument is feeling and where the bets are being placed, then you just fade the crowd and not much else matters. Of...
22 points a contract per day, on average? Do I read this right? If so, you are exceptional traders, truely on a completely different plane than...
Objective, repeatable, consistent. Think of it kind of like the turtle challenge, how can you prove the theory if you hand someone something...
In order of desireability: 1. Find a better system 2. Lower your transaction costs and max out capital (prop) 3. Sell the system to...
I don't want to speak for bsm, and I would like to hear his comments as well. However, consider the fact that price action and it's nature...
In my humble opinion, a thread like this is proof that one should fade the crowd whenever possible. It's also easy to tell who has a real...
One of the better posts I've seen recently. Bsm it sounds like you and I have something in common. That said, please avoid giving away the family...
Well Tums I guess I should say that I am a short term speculator. That said though, if everyone bought in june, we'd probably be lower or around...
Interesting point austinp. I certainly don't mind inferior competition or other participants whose strategies are not heavily correlated with mine...
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