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by dawnraider
November 29th, 2013, 12:06 pm
Forum: Trading Forum
Topic: long gamma trade and backtest question
Replies: 5
Views: 7404

long gamma trade and backtest question

<t>Sounds an interesting idea, why long? Aren't the odds against you on a long straddle? I have seen a lot of market making going on where they simply add up to about 50% onto actual vol which is a hell of a safety margin when they are primarily selling options. Have you tested how often you win/los...
by dawnraider
November 28th, 2013, 9:38 pm
Forum: Trading Forum
Topic: $ MARKET ANALYSIS $
Replies: 2025
Views: 380871

$ MARKET ANALYSIS $

<t>... So we have just lived through the worst crash since 1929 when the Dow went down to 40.56... and the Dow has only just broken into new high ground since the high of October 2007.It went up another 77.7 % on the old high after breaking into new high ground 60 years ago. That was after a similar...
by dawnraider
June 9th, 2010, 10:03 pm
Forum: Careers Forum
Topic: VBA questions interview guide
Replies: 7
Views: 30316

VBA questions interview guide

Do you already have Professional Excel Development, Bovey, Wallentin .... Addison Wesley?
by dawnraider
May 9th, 2010, 7:51 pm
Forum: Trading Forum
Topic: Systematic method - all markets- significant findings
Replies: 1
Views: 28929

Systematic method - all markets- significant findings

Here is an example of the method. Have you found anything more accurate? It works on almost any market, in any time-frame. It's fractal.!0 Year Notes Predicted Reversal Dates ( Next Week)Have fun ... More examples
by dawnraider
May 6th, 2010, 6:45 am
Forum: Trading Forum
Topic: Share price movement after a takeover bid
Replies: 2
Views: 29375

Share price movement after a takeover bid

I think Special Situations teams would make judgement about about the possibility of a different valuation. BTW one way of looking for in play but not announced sits is abnormally high implied vol in the options relative to the sector averages and similar companies. D
by dawnraider
May 5th, 2010, 9:29 pm
Forum: Trading Forum
Topic: Systematic method - all markets- significant findings
Replies: 1
Views: 28929

Systematic method - all markets- significant findings

<r>Hi!I have had an add in coded for a couple of charting packages. It is a simple method of market timing derived from a paper written over 60 years ago by a very successful trader. I think it holds great promise, but finding a firm in which to trade it seems to be a chicken and egg situation. Sinc...
by dawnraider
August 28th, 2007, 10:50 pm
Forum: Trading Forum
Topic: My Black Box
Replies: 0
Views: 67351

My Black Box

<t>Hi, Here are some results of an algorithmic trading strategy which I have kept very simple. This example is always in the market, (GBPUSD) has a large stop, trades both with and contra the main trend and has a constant exposure sizeThe zip file shows the equity curve and some stats on the trades....
by dawnraider
March 6th, 2006, 11:40 pm
Forum: Programming and Software Forum
Topic: Software tool kits that we use in our day-to-day work?
Replies: 5
Views: 116953

Software tool kits that we use in our day-to-day work?

<r>Hi There are tons of them. <URL url="http://forum.esignalcentral.com/TradestationThere">http://forum.esignalcentral.com/TradestationThere</URL> are a lot of 3rd party suppliers to these who will write addins or you can use their languagesHave you tried Futures magazine? <URL url="http://www.sta-u...
by dawnraider
March 5th, 2006, 1:23 am
Forum: Programming and Software Forum
Topic: signals & systems
Replies: 2
Views: 116551

signals & systems

<t>Well, the attached data is intraday price of bonds and SP plotted against cycles. The cycles were not extracted with those methods (signal processing, filter theory), but its close. There is also a daily SP file with a cycle that projects into March 06 – note that the indicator topped on Jan 13 a...
by dawnraider
January 1st, 2006, 10:32 pm
Forum: Technical Forum
Topic: The Delta.
Replies: 13
Views: 194633

The Delta.

<r>Quoteyes you are right a straddle will finish with prob. 1 in-the-money in the sense that one leg will always have intrinsic value. Only in the case strike=final stock price both options expire worthless. However, if the prob. distribution of the stock price is continuous the prob. will be zero f...
by dawnraider
January 1st, 2006, 9:23 pm
Forum: General Forum
Topic: visualization (3D or other)
Replies: 17
Views: 127055

visualization (3D or other)

<r> Packages like Maya and XSI use the lower level programming routines of OpenGL to create a package that makes films and effects that can be used by non programmers, artists, animators and 3D modellers. Any aspect of the data can be animated: shape, colour, the camera, the plane through a surface....
by dawnraider
December 31st, 2005, 2:55 pm
Forum: General Forum
Topic: Getting track record to set up a HF
Replies: 18
Views: 128237

Getting track record to set up a HF

<t>There are brokers who will take your orders on demo accounts. Robbins used to do this for futures. They charged for it.Most of the FX trading platforms will do on line demo account trading.The FX data can be downloaded and filed. See attached sample. I don't know if that kind of performance is re...
by dawnraider
December 31st, 2005, 9:45 am
Forum: Technical Forum
Topic: performance metrics for trading strategy
Replies: 11
Views: 128127

performance metrics for trading strategy

<t>How about how long it spent in loss, under the high water mark, total long trades, total short trades, number winners\losers\winning longs\ short, longest string of losses, largest & average loss\profit, longest period in trade\flat, system close drawdown, system intraday drawdown, average le...
by dawnraider
December 30th, 2005, 9:43 pm
Forum: Technical Forum
Topic: Where have all the good developers gone?
Replies: 4
Views: 126580

Where have all the good developers gone?

<t>A large proportion of the developers that worked for banks were contractors. In 2002 that market contracted to the point that many gave up the profession completely. 911 was one reason but the major reason was a concerted and orchestrated campaign by the major banks to reduce IT costs. The attack...
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