'Smart Money' (whatever the fuck that is) = Momentum. hmmm..... video

Ok, Lets do it - Developing a Highly Profitable System

Not a model, but an interesting read none the less. url

Quant Corner

Don't know if this helps, but I found when I had curves like that there was usually some kind of spike in the data. Do you clean the data?

Systematic trading

Been discovering the world of R myself, it is a very powerful tool.

Systematic trading

No problems, was just being stupid about the me/we duality in your original post

Quant Corner

Do you have an evil twin?

Quant Corner

The only reason anyone ever asks this question is to provide fuel for their compounding fantasies, there should be enough previous threads on this tired old subject to get some sort of average. If you make enough to cover the bad days, you're doing ...

How many Pips per month?

This is not particularly counterintuitive if you think about what makes up a 'total profit' measure, the best total profit could consist of one big winner and zero or more losers and as such is not statistically robust. Other measures are available ...

Systematic trading

I think it's under the 'Account' dialog. This just means having enough of a particular currency that you can use IDEALPRO rates to convert back into base currency, as opposed to IDEAL.

IB interactivebrokers.com - how is your experience?

It is all described on the site, but basically, when you buy and sell currencies you end up with odd amounts of each denomination, depending on what you do. Most brokers will automatically re-balance your account into (for example) USD. IB does not ...

IB interactivebrokers.com - how is your experience?

url You should search around on their site, all questions are answered. I trade US stocks using the IB gateway, no complaints, commission is awesome. But the forex deal is not quite as good, as another poster mentioned, you have to do reasonable ...

IB interactivebrokers.com - how is your experience?

There is a load more data in the equities space, that is for sure, I guess it just depends on what resolution you want to go down to. I think you mentioned before that you use 1min bars, this will be an ass load of data depending on how many ...

Systematic trading

Obviously this is going to be faster than your Java based version, were you running into problems created by the speed of the Java implementation?

Systematic trading

Is the program multi-threaded to use all the cores?

Systematic trading

I went though a stage of doing this, in retrospect the problem was that I didn't really have a plan. I would fool myself that I did have a plan, it was something like 'trading opening breakouts on euro futures', but that's not a plan, it's an idea. ...

Compounding my losses

Check out my crazy setup!

Who's Got the Best Chart Colour Scheme

If it's for sale, it's bullshit, if it's not for sale, it has a 99% chance of being bullshit. Nobody gives away the golden goose and EA results are easy to fake.

How do you know the EA is real or not?

You'll go nowhere with all that math crap, just watch the screen and get feel for what happens

Synthetic hedges, cointegration, mean reversion and similar stuff

Most stress in trading arises from not really knowing what you're doing, one tends to connect hyper-inflated emotions to what are essentially random outcomes. Winners are seen as vindication for your intellect, any lack of process of preparation ...

Help! Finding emotional aspects of trading very hard!

...one other thing, I didn't just increase holding periods on existing strategies, I actually had to find other strategies which worked in the low volatility regime. But I found, in general, that what I said above applied. Your stuff may behave ...

Low volatility is a problem