Declining volatility is a problem for any trader who remains in the game long enough, when volatility is high, making money is easy. Instead of reducing targets you should look at maybe increasing time-frames and holding periods, this has worked for ...

Low volatility is a problem

Kind of funny... url

Systematic trading

Smart pointers & RAII. url

Systematic trading

I'm the exact opposite, every-time I have (for instance) C# work to do, I really miss my (smart) pointers & RAII. I guess it just comes down to what you're used to. So you haven't had to track any obscure 'one off the end of the array' bugs yet?

Systematic trading

Nice, looks a lot like my desktop. Those raw pointers send a shiver up my spine

Systematic trading

Stop trying changing the subject, I never said your 'strategy' was not going to work, your reading comprehension is as bad as your understanding of options. You made the analogy, the burden of proof is on you, you failed to offer any rational why a ...

"Hedging" Revisited

If if have denigrated myself by inadvertently pointing out you have no idea what you are talking about, oh well, that's a strange conclusion on anybodies terms. As for my Rageaholism, well it's a long road to recovery, one must expect bumps in the ...

"Hedging" Revisited

I only asked for some examples of how option hedging ideas are to be applied in the spot forex markets, since it was you who introduced the subject in an obvious attempt to validate the epic fail in this thread with some piss weak proof by ...

"Hedging" Revisited

Sorry, I'm off the wagon, this is just so wrong. Composite option strategies have nothing to do with same symbol hedging. Let's take the simplest example, explain how you would replicate a strangle in the spot market?

"Hedging" Revisited

If you search around I believe this has come up multiple times before. In summary: on MT4 you can't set the spread, it uses the last recorded spread or something brain-dead like that. Makes working in the weekend real hard. This may have changed in ...

Spread used by StrategyTester

Hi, my name is Craig, and I'm a Rageaholic. This thread, however, is helping me overcome my addiction, if I can sit though a thread as brutally retarded as this one without replying on the main point, I know I'm on the road to recovery.

"Hedging" Revisited

I see the 'team aphid' website now has the saucy domain girl. What a surprise.

100% mechanical trading systems

I'm not altogether sure what this thread is about, but it seems you (the OP) need some inspiration or direction (or maybe both), I can't give any direction, cause let's face it, it's a jungle out there. But for inspiration I suggest reading this ...

Let's be Honest

video

Best Trading Psychology Books

This is a really good question, which will hopefully elicit some more knowledgeable replies. I personally have not had any success with any form of data mining, I've tried variable reduction, complexity penalization, varying the size of the training ...

Optimization, statistics, and avoidance of curve fitting

Is that magazine worth subscribing to in general?

Systematic trading

The first reply is completely correct. Read Sinclair to find out more about vol arb.

Volatility: Hypothetical Question

Indeed, soon you will be the richest man in the known universe.

What Defines a Good System?

Yep, you got it.

Synthetic hedges, cointegration, mean reversion and similar stuff

I see, I actually went though that link as well a while ago, his code is wrong, you need the form with a non-zero intercept. You are correct that the intercept only forms an offset, but you need this offset to calculate the spread, but to trade the ...

Synthetic hedges, cointegration, mean reversion and similar stuff