Recent content by mstrathern

15% sounds fine to me, if it satisfies you and you can actually get it, and the drawdowns are not too great then go for it. But it is not easy to do in practice. I trade end of month anomalies. The method returns 500 points a year, with a max drawdown 350 points. But do I get it? Heck no, I'm...

I have only quickly scanned through this thread so sorry if I'm repeating what someone else has posted. But have you considered Kelly Criterion betting. This is the fastest way to compound your money in the long run. However you need nerves of steel as using Kelly bets can be hairaising to say...

The official FT All-share price and yield (close of day I think) can be found at: Research data archive - previous performance tables for currencies, commodities, bonds and markets - FT.com http://markets.ft.com/research/Markets/Data-Archive under 'Most Popular Reports' -'Equities - UK Market...

There are a number of ways to use MathCad to automate or semi-automate trading. I am a long term trader so I don't need an instant response to tick data and I usually automatically read EOD and fundamental data from an external file I've generated from Sharescope. However I have used it to fully...

If you find MatLab difficult can I recommend MathCad (http://www.ptc.com/products/mathcad/) which if you understand mathematical notation is a real dream. I always tell people I've recommended it to that it's rather like using an awkward word processor, and as such it's also self documenting.

Well I just got the iPod and its great! Why do I keep coming back and why don't I post - well I don't trade in the sense that most people here use the term. I have traded but never managed to do it succesfully. Over the years I've dabbled in commodity futures, traded options (european), spread...

Yeah lucky, but I've been lurking for years. I just tend to find that one of you fine fellows has beat me to it when I've got anything to say. In any case many thanks to T2W for the iPod and to all for a great site.:thumbsup:

A good summary of the recent evidence. However it may interest some of the sceptics that there is evidence of the yield curve inverting before recessions going back to before 1900 - it's just that before the '60s the data is rather flaky so the academics won't use it.