Recent content by passive

i thought i saw a mention on a recent thread over on ET saying that updates are now 10 per second on index futures. whatever the rate is set to by IB, you can't do anything to make it more frequent.

why are you concerned with how much money different timeframes can make for other people?

Hi Mark, I didn't know you were sick. Tried sending email a couple days ago but don't know if you got it. I hope things get better for you & that doctors don't make you worse off. Jay

why not try the approach used by whoever it was on ET that rolled their own volume profile with excel. i've done something similar in the past with gnuplot over here: http://www.trade2win.com/boards/showthread.php?p=235729#post235729

its not little known or understood.. these are concepts from "modern portfolio theory" and the basis for asset allocation models, etc etc etc.. maybe 30 years old. any decent finance textbook should cover this and give an explanation grounded in statistics.

you can include old time tape readers and macro oriented traders in that category.

if you choose to approach trading this way, you have to dig beneath these cliches and characterize (mathematically, objectively) the behaviors in ways that are useful to you.

I find it interesting to contrast this with the your first post on record here: I'm curious if you have any comments on your progress since then.

times have changed since two generations ago. the "wealthy class" and their money no longer has a fixed home. world bodies like the un are generally impotent in times of great crises. the un was borne of the failure of the league of nations. anyways the article suffers the fallacy of linear...

I like amibroker personally.. its much more powerful yet much cheaper than its competitors (metastock, wealth lab).

i was wondering if someone could summarize the thread... a lot of discussion seems to be a bit of a circle, and sometimes i have to jerk myself awake. its like sodom and gomorrah to me... can i find 50 righteous posts? 40? 30?..

that was fun.

i'm working on the assumption of flat to mild rally into announcement and overall downward movement towards the end of the day.

i was working under the hypothesis that strong hands were long into multi-day highs, with scaling out on the news-driven rally.. after open, the rally looked weaker and suggested to me that they may had scaled out substantially to prepare for some shaking out.

didn't you answer your own question? i.e. if you can determine the correlation of a pair of strategies, you get some guidance about position sizing if your objective is to keep your measure of risk relatively constant. (e.g. simultaneous highly correlated strategies should have less size each)