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by Nashequilibrium
September 25th, 2009, 11:11 pm
Forum: Trading Forum
Topic: What to do with a high hit-rate?
Replies: 2
Views: 34901

What to do with a high hit-rate?

<t>I don't think its possible to earn the spread as a retail trader, that is what an ecn does. Your hit rate of 63% is too low for 1minute because spreads/commision will eat this up, but then again it depends on your how much u make per profitable trade. Judging from your hit rates it seems like u a...
by Nashequilibrium
September 25th, 2009, 10:33 am
Forum: Trading Forum
Topic: signal processing in algorithmic trading
Replies: 4
Views: 39988

signal processing in algorithmic trading

If u could determine the momentum part, wouldn't u just trade the trend?
by Nashequilibrium
August 1st, 2009, 7:08 pm
Forum: General Forum
Topic: Books like 'Liar's Poker'?
Replies: 17
Views: 43111

Books like 'Liar's Poker'?

Against the Gods............The eudamonic pie........the predictors........Calculated bets(really enjoyed it)..........reminiscence of a stock operator(classic).
by Nashequilibrium
February 24th, 2009, 7:57 am
Forum: Trading Forum
Topic: High Freq / Low Payoff VS Low Freq / High Payoff
Replies: 5
Views: 43885

High Freq / Low Payoff VS Low Freq / High Payoff

<t>Yes Russell, by adding a filter you could reduce the amount of trades and have better expectations. Regarding the original posters comment........you can never ignore trading costs on a high frequency level, they can really tear a strategy apart. Low frequency strategies are less effected by trad...
by Nashequilibrium
February 10th, 2009, 6:43 pm
Forum: Trading Forum
Topic: "trading cash"?
Replies: 4
Views: 43678

"trading cash"?

<t>She just gave you a bullshit answer but assuming she is just using the wrong terminology, trading cash could mean:1. fx market2. Does not use any derivatives. (this is a long shot)The important thing to remember is this a trader is a trader is a trader! Risk & Return! At the end its all the s...
by Nashequilibrium
February 7th, 2009, 9:24 pm
Forum: General Forum
Topic: Would you invest(...theoretically) in a model which guarantees about 10,000% short term return?
Replies: 15
Views: 44571

Would you invest(...theoretically) in a model which guarantees about 10,000% short term return?

<t>QuoteOriginally posted by: somedevilQuoteOriginally posted by: NashequilibriumThis is a weird thread but got me thinking about my limits. Running a diversified high frequency fx portfolio, i could return 200% in 1month with a 70% chance of success. A losing month will be a blow-up. It should be f...
by Nashequilibrium
February 7th, 2009, 7:09 pm
Forum: General Forum
Topic: Would you invest(...theoretically) in a model which guarantees about 10,000% short term return?
Replies: 15
Views: 44571

Would you invest(...theoretically) in a model which guarantees about 10,000% short term return?

<t>This is a weird thread but got me thinking about my limits. Running a diversified high frequency fx portfolio, i could return 200% in 1month with a 70% chance of success. A losing month will be a blow-up. It should be fun for the gambling man but not if the mob is staking you like kimmel did with...
by Nashequilibrium
February 4th, 2009, 8:02 pm
Forum: Trading Forum
Topic: High frequency trading of stocks with large spreads
Replies: 15
Views: 46724

High frequency trading of stocks with large spreads

Are u sure that u can cover your transaction costs? Another thing is when you loose how badly does the transaction costs hurt you? Will the change in volatility affect your transaction costs. I only trade high frequency fx and i can honestly tell you that transaction costs are a bitch!!
by Nashequilibrium
November 9th, 2008, 6:59 pm
Forum: Trading Forum
Topic: Highfrequency trading on FX exotics
Replies: 8
Views: 47801

Highfrequency trading on FX exotics

The issue that i see is that many of the brokers spreads vary by a huge margin, you could find usd/zar going from a 60 point spread to a 300 then 600 point spread during the day. Its hard to model for that, if the varance of the spread was smaller it would make everything a lot more simpler.
by Nashequilibrium
November 9th, 2008, 6:56 pm
Forum: Trading Forum
Topic: Highfrequency trading on FX exotics
Replies: 8
Views: 47801

Highfrequency trading on FX exotics

In the real world, the "hero" always dies!
by Nashequilibrium
November 6th, 2008, 5:02 pm
Forum: Trading Forum
Topic: Reducing volatility of trading strategy
Replies: 8
Views: 48088

Reducing volatility of trading strategy

<t>If you have a series of wins and a series of losses the Kelly would be pefect, note that you don't have to use the fully kelly amount, you could use half kelly. Your one key area which will definately decrease volatility is diversification, diversify as much as you can. No matter how good your st...
by Nashequilibrium
November 6th, 2008, 4:56 pm
Forum: Trading Forum
Topic: Highfrequency trading on FX exotics
Replies: 8
Views: 47801

Highfrequency trading on FX exotics

<t>Is there a lot of players in this field? I would guess that many get frightened off by the huge transaction costs that is incurred by the spread, i wanted to know what is the transaction costs like for those who are doing HF trading on exotics? I don't expect to get an answer since most just focu...
by Nashequilibrium
October 5th, 2008, 2:20 am
Forum: Trading Forum
Topic: Relevance of numerical tests for proprietary trader job
Replies: 16
Views: 55139

Relevance of numerical tests for proprietary trader job

<t>Well, Darvas was a dancer, Livermore started trading at around 14yrs old. I believe that if you can do the calculation speed is not of relevance, but i rate creativity highly for a trader. Then again, i am a mechanical trader so creativity does count much more than the speed at which u do calcula...
by Nashequilibrium
October 2nd, 2008, 2:09 pm
Forum: General Forum
Topic: faulty reasoning in hedge fund performance?
Replies: 26
Views: 51924

faulty reasoning in hedge fund performance?

<t>QuoteOriginally posted by: Traden4AlphaThe other explanation for non-positive returns is correlation between strategies in the presence of deleveraging. To the extent that several HF all converge on a strategy or correlated positions, then deleveraging by one fund will cascade to other funds. Red...
by Nashequilibrium
October 2nd, 2008, 2:04 pm
Forum: General Forum
Topic: faulty reasoning in hedge fund performance?
Replies: 26
Views: 51924

faulty reasoning in hedge fund performance?

Therefore, would you say that LTCM was not important during its time?
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