Trading bulletin and a personal log about daytrading in general but especially daytrading the futures German BUND, DOW JONES and t..
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VOLATILITY
Published on 2008-11-16 10:20:00
No one has missed the tremendous rise in volatility in september and even more in oktober: the VIX index thee-doubled in the value since the beginning of september. We saw intraday movements only normally seen in months. It is also the sudden change in volatility that has surprised many people.Look at the VIX data at the yahoo website during the last 6 months and for a comparison a chart since 1990. It seems that all of a sudden the world has completely changed since oktober. In reality it hasno
PREDICTION OF THE FUTURE IN TRADING
Published on 2007-02-12 12:56:00
It is a general knowledge that the future cannot be predicted. Nobody knows exactly what will happen tomorrow let alone in a year. This fact leaves us with a very uncertain feelings and no surprise that a deep drive to try to control the environment and the future.This can be seen in almost every field where humans operate: from production processes in factories to climate change models. Also traders face the challenge of dealing with the future.Various methods exist to control and to get grip o
CONSEQUTIVE LOSSES
Published on 2007-01-15 14:11:00
In two lucid and interesting articles in Traders of January two subjects were discussed, subjects I studied extensively. Luca Barberis tried to give an answer to the question how trading of various markets can enhance the equity curve without optimising individual trading systems. Optimising hides the danger of curve fitting. Though his results are very important a few aspects remains to be answered before applying his method: how many contracts do you trade the various markets, which is not a m
