Recent content by tea42

I agree. Comparisons need to be on an annual, or annualised basis, to allow meaningful judgements to be made. Basic data for calculation of the ratio may only be readily available in monthly or daily form or whatever, and so-called Sharpe ratios can be calclated from the data on these bases...

I may have missed something but the Sharpe ratio deserves more consideration here. A succinct discussion of the ratio is included in the estimable volume " High Frequency Trading" by Irene Aldridge. (pp 59-60). You need to make a distinction between annual Sharpe ratios and corresponding...

Thank you , GC1.

I wish to minimise the time spent waiting for the intended short-term trade to develop its potential without keeping me at the computer, or having to rendez-vous with the trading system at what might be a difficult time, eg watching out for the teatrolley or its metaphorical equivalents. I...

Is it feasible to automate a closing order, eg 1 hour later than the original opening trade ? Can this be done with a ) a spread betting firm, b) other types of forex broker ?

You have hit on one of the key questions that needs to be understood consciously or unconsciously when trying to understand why markets with marketmaking features , i.e quotes available for bid and ask prices, move as they do. The best theoretical explanation I have seen is given in...

You sound as if you are learning fast. You have already learnt that an appreciation of the effects of high volatility is of paramount importance in today's markets, and you clearly understand the importance of learning from mistakes. The best trading ideas generally involve recognising...

Futures_man# Presumably you now have some likelihood estimates for profit/loss for the types of trade you undertake (allowing for spreads), and I would expect you to say that you have been agreeably surprised that your results have been exceeding the profit levels you had been expecting. It is...

1. Using a list of FTSE 250 company codes e.g from Yahoo! Finance UK enter each code into the company code section in the following link e.g code AGK.L for Aggreko AGGREKO Technical Analysis | AGK.L | GB0001478998 | Yahoo! Finance UK 2. In the risk analysis section of Yahoo's data on each...

Where can I find historical series of 1) Dow index readings on an hourly basis , 2) Ftse index readings on an hourly basis, 3) Similar quotes on an hourly basis for 'Daily Futures' for Dow and Footsie including during 'non-trading' hours.