Just over the boarder in NSW, special bit of the country
Is Grid Trading (combined trend following and counter trend) Profitable? 3 replies
Making a good diversified portfolio 10 replies
Diversified EA Money Management Code 10 replies
HAMA PAD - A Simple Trading Approach 7 replies
Trading a (semi) automatic approach...but want more 11 replies
DislikedAnyone for a banana? {image} Nice article from Clenow that pays homage to our distant cousins. :-)Ignored
Disliked{quote} nicee "We only pick stocks from the S&P 500 index. Historical membership accounted for of course." survivalship bias found that on the terminal "If only we'd stop trying to be happy we'd have a pretty good time." Edith WhartonIgnored
Disliked{quote} Clenow has a large axe to grind with the mutual fraternity. I don't blame him. The SPIVA scorecard for these guys is appalling. I just don't understand the stupidity of investors. The spin from the classic buy and hold manager supported by the CNBC's of this world etc. is toxic. A related article from Clenow.Ignored
Disliked{quote} but there are worse...new breed...cryptocurrency guys...you need to hear and see their investment progression curveIgnored
DislikedWho remembers this equity curve? Hint: It comprised some of the biggest minds in the quant space dabbling with negative skew recipes (convergence trading). {image}Ignored
Disliked{quote} From what I could find on the Internet (so I may be plain wrong) LTCM didn't fail because their system was bad. They bankrupt due to human mistakes. Their method was comparable to an arbitrage. Arbitrage work when you are discreet. They were trading by the billions! They became so big that they became the market. They were the inefficiency. They became "traded". Human mistake. Their model predicted that what happened couldn't happen in a 10 millions year period. Yet it did. When you are a Nobel prize and you have got a piece of evidence...Ignored
Dislikedhi @copernicus ,ı think about your adding more with when price go further and start with min size about week or so.and ı decided to apply it to my demo trading and test it.ı in fact do the oposite.while the price go further my favor ı close partially.this will be very big chamge and it will take time to adapt ı am sure but this starting small and adding more sounds good after some think on it.at the end ı am sure ı will come to a point where ı satrt with small and add more and at some point start closing and...Ignored
Disliked{quote} Let me know how it goes V. It seems to bear fruit with the discretionary approach I use in this thread as it is a different method than traditional pyramiding into positions which I am not a big fan of. The benefit of scaling into positions using different time-frames is that you are ensuring that momentum is in force in the relevant timeframe before you scale up in your instrument. Also each position is configured specifically to the statistical data set of the relevant timeframe. This is a bit different to pyramiding on a single timeframe...Ignored
DislikedThe Benefit of Using Multi-timeframes for Trend Following Below is a snapshot of 6 different time-frames applied to silver ranging from MN to M30. {image} Have a close look at the SDC's being applied to each timeframe. Note that on the MN timeframe, we are just testing the short trend that has been in place since 2011. If you were a trend follower using this timeframe, you certainly would not be considering entering a position at this point and you would be waiting for confirmation that a new bull trend has commenced or that price may revert back...Ignored