Here is my two cents worth. I assume that you are playing with money that you can afford to lose, etc. Background: I am a momentum trader and I aim for a modest, but consistent outperformance with low volatility.  I stay on the sideline most of the time.  Frequent trading drains your account. TA on ...

Yeah, probably more likely!

Has anybody looked at Nassim Taleb's work on stop-losses? His approach is quite unique.  It is one of the only efforts not based on an empirical study, and it uses the same methods that model quants use every day.  Almost every other paper in the area (several written by Nobel Prize winners) is base...

Hi guys,  I'm a new forum member and am shamelessly plugging some research I have done on trade execution.  I did it over the past year after becoming interested in Ed Thorp's work on gambling. My first paper is on stop-losses, and it is supposedly going to appear in the May edition of Wilmott.  It ...

This is my first post on Wilmott in a very long time; maybe 10 or so years, I forget how long it's been. I've been trading equities full time for the past 5+ years after working as an Equity quant for a decade or so (equity structured products). About a year ago, I decided that I needed to better un...