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- Rabid replied Jun 22, 2010
Obama gets a lot of support from labor unions. If manufacturing goes overseas, there aren't a lot of unions left. Thus he pushes for a stronger Yuan in hopes of boosting US manufacturing.
- Rabid replied Jun 21, 2010
A strong Yuan means that Chinese goods are more expensive in terms of dollars. That means that competitive nations' goods will be relatively cheaper, and manufacturing for those producers might improve if the trend continues. In theory, it's good ...
- Rabid replied Jun 21, 2010
Basically, yes. A strong Yuan would mean the Yuan, relative to whatever other currency it's compared to, is stronger (goes up). Sometimes it's compared to several currencies.
- Rabid replied Jun 15, 2010
I posted an answer, then realized... I don't want to take this thread off-topic like that. It's lame. If you want the answers to this, msg me.
- Rabid replied Jun 15, 2010
Laff, post once, get subscribed. Anyway... Reading books is fine, but you won't learn how to trade from books. You can learn new concepts, but no book is ever going to make you a better trader. Forum threads are the same way. They can teach you new ...
- Rabid replied Jun 14, 2010
The best, fastest way to learn is to put money in the game and lose it. Nothing will motivate you faster...
- Rabid replied Jun 12, 2010
Anyone can enter a trade. Takes real skill to be able to enter when the exits are likely to be favorable, and even more skill to find exits that are favorable. If you use an exit signal, how can you be sure it's always correct? If it's like an ...
- Rabid replied Jun 8, 2010
I wouldn't it "grade school math." Tell me whether you consider this basic math: url It's more like 11th or 12th grade "pre-calculus" than grade school. There are some fund managers that consider 2% to be too aggressive. They do not follow MM ...
- Rabid replied Jun 6, 2010
Fair enough. People should be more aware of the underlying issues of money management, rather than just dogmatically following the 2% approach.
- Rabid replied Jun 6, 2010
Well, sortof. It was extended to the world of investments by several people, not the least of whom is Edward Thorp. A lot of people have worked with it knowing that the probabilities can vary.
- Rabid replied Jun 6, 2010
The problem, as I see it, is variance. At any point in time, you don't know whether the next trade will tend to the mean or away from the mean. For any given series of trades, you could have any sub-set of trades against you. Given enough time, the ...
- Rabid replied Jun 6, 2010
There is no strongest way. You can find an edge in any of those. I like momentum and counter-trend trading, personally, but I've been known to dabble in others.
- Rabid replied Jun 5, 2010
Before this gets flooded... Kelly betting isn't the same as a Martingale. It's a position sizing equation, that's all. Most Kelly advocates, however, acknowledge the need for fractional Kelly sizes. The reason is simple: In many cases it advocates a ...
- Rabid replied Jun 4, 2010
Doesn't disguise the logic. Given X parameters and Y average options per parameter, there exist only X*Y possible outcomes. Which is why it's useful to hire someone full time, and pay them accordingly. If they're under a work for hire agreement, ...
- Rabid replied Jun 4, 2010
Interesting link. Ran into something the other day, reminds me of that a little. I'll attach it. It's not entirely surprising that an EWMA would fair worse than a simple ATR tho. ATR just averages range over a time period, the EWMA would put more ...
- Rabid replied Jun 4, 2010
Legal reasons. Someone in the third world cannot be held to a contract like an NDA. Someone in the US can be.
- Rabid replied Jun 4, 2010
Nod. Black-Scholes has a few problems tho. Modeling this kind of stuff is not an easy task.
- Rabid replied Jun 3, 2010
Microstructure is fine, but as a retail trader we're outside of that perspective. Traders definately think about time, just look at how the markets behave around index openings. I'm not suggesting time cycles or gann or anything voodoo like that. ...
- Rabid replied Jun 3, 2010
Nod. I've been wondering how best to handle scaling out with an edge. It occurred to me that in a faster moving market, it makes more sense to scale out on higher pip amounts. Kindof like scaling out on an efficiency ratio thing. After working on it ...
- Rabid replied Jun 2, 2010
Bah @ the negativity here. Too much emotionalism. I'd love to discuss the nature of stacking edges, how to measure edges, and how to determine optimal exit strategies. @hanover - Have you considered a fixed exit strategy, rather than a variable ...