<t>If i was getting done by slippage, i could alter the strategy so instead of buying at the next days open, i would set the order next morning at todays close, as todays close is on average 0.02% higher than next days open, i would on average loose that amount per trade by altering the strategy, bu...
<t>QuoteOriginally posted by: Gmike2000i am sorry, but if you roll your position every 3 days this means you do just over 80 "roundtrips" in one year and hence trading costs in terms of slippage, commissions, and bid-offer spread are going to have a material impact on the performance of what you eup...
why dont you just calculate probabilities directly ?for example the Dow index finishing above a given level = the number of days it finishes above certain level/total number of days
yes, next days open. Or most orders are able to get filled the next morning at todays close, although on average next days open is 0.002 lower than todays close so id be loosing a little bit of profits that way. btw are you making immature inuendos
<r>QuoteOriginally posted by: CuchulainnQuoteOriginally posted by: RichyieeTransactional interpretationThe transactional interpretation of quantum mechanics (TIQM) by John G. Cramer is an interpretation of quantum mechanics inspired by the Wheeler?Feynman absorber theory.[15] It describes quantum in...
<t>Transactional interpretationThe transactional interpretation of quantum mechanics (TIQM) by John G. Cramer is an interpretation of quantum mechanics inspired by the Wheeler?Feynman absorber theory.[15] It describes quantum interactions in terms of a standing wave formed by retarded (forward-in-ti...
<t>its a long only strategy, i monitor and calculate likelihood of large set of "events", high probability events are traded. The "likelihood" of events will change through time, e.g some high probable events from say i = 1:400 may be less probable from i = 400 onwards, these changes are accounted f...
QuoteOriginally posted by: thedoc there IS such a thing as absolute acceleration (i.e. I CAN tell whether it's you or me who is accelerating).how dyou tell ?
if you only have two points of reference, the only meaningful measure is the distance between the two objects at each point in time, how can you say which is accelerating away from which when you only have a scaler measure