Another reference on Spearman's rho in detecting change in dynamics of an asset. The formula-dense pages can be skipped on the first read... This paper is nothing terribly insightful but it may serve as yet another test / signal to implement in ...

Are we not supposed to have an open mind in this business? As they say, trading is 50% mental. And to the extent alcohol helps the mental state of some people, it should be considered. Regarding coffee... sure, in the mornings, on other occasions. ...

This book is not by a successful trader but rather about a successful trader and the steps he took to build a successful business: Zuckerman (2019) The Man Who Solved the Market: How Jim Simons Launched the Quant Revolution Portfolio.

@JackJones So what is your "system"? What is your "business model"? So far I have seen just a few commonsensical statements. Please, do not make this into another "paradox system" thread, where there is no way of telling whether the OP knows ...

Another technique which is helpful in risk management is GARCH. Has to be re-estimated regularly. Often provides a more accurate estimate of risk than the volatility you think you see in the markets.

I use statistics for trade signal generation and risk management regularly. It does help on average. But statistical analysis has to be injected into your trading process in a robust, "minimax" fashion. Simple methods like charting or linear ...

Thank you.

Thank you, @Bicarus. I have noticed some of things you have mentioned. 10 years ago, when we were trying to start a credit hedge fund, we were in touch with a few of prime brokers. Yes, they were offering back office and legal services to us. ...

I'm not sure Quantopian is a good idea, @Rmg. You have to put your strategy into their platform and they know instantly what you are doing.

@Bicarus, what you said about prime brokerage is interesting. Would trading via a semi-prime brokerage not be sufficient for big investors? For example, Interactive Brokers offer services to business entities and their leverage cap is higher than ...

I agree with @alphadude. "Focus on the account performance". 12% is very little. It can easily go to nothing within 4 months. And I agree that you should never use statements like "My account is one of the safest investments". Then you are ...

Thank you. It does seem that IC Markets are special in many ways.

@Contra Not for you to decide, little boy. If you do not know how the system works, please be silent and let the adults speak... My smarts help me make quite a bit of money but there is no limit to perfection. So my questions still stand, but they ...

@Contra, this is quite submissive, isn't it? So are you just executing whatever dove_alliance is telling you, like a good soldier? Does it not occur to you that I may be a PhD in Statistics with years of pricing and trading experience at a top 5 ...

I may have missed this in the 712 pages of posts. So I have to ask: 1) Can somebody post formulas defining the original moving average indicators of dove_alliance, so we do not have to reverse-engineer them from the MT4 code? 2) How is the "Paradox ...

If this system works, it can probably be polished. Much depends on the codependence structure of the signals, their correlation in particular. And this correlation changes substantially from one period to another. In the idealized and degenerate ...

@leweg1, could you elaborate on your statement above please?... Based on my research of 3 years ago, all brokers charge 2-4% on either PayPal deposits or (most likely) withdrawals. Has that changed? Does the money go between PayPal and IC Markets ...

Dear Michaellobry, This is an interesting effort. However, the time you have spent on this does not reflect its quality. As my friend once put it (and he is now a full professor at Berkeley): "In United States you are cool if you show how much you ...

Also, this calendar has a wider coverage of countries, compared to the Forex Factory calendar: url

This site links news from many providers, albeit with a small delay (typically): url It is certainly helpful but I am not saying that it is the best. For example, news explaining why SEK & NOK have moved come with a substantial delay, or do not ...