Blog Feed: DAYTRADING FUTURES BLOG

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 > read more

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 > read more

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 optimis > read more

LUCK AND CHANGE ON THE MARKET

Published on 2007-01-07 07:13:00

My partner and I spent the week around Christmas in Mumbai, India. Mumbai is the financial and economic centre of India. The Bombay Stock Exchange (BSE) had a splendid year behind with a year output of more than 33%. From local newspapers a moderate > read more

CONSISTENCY AND SHARPE RATIO (1)

Published on 2006-12-12 11:02:00

For me consistency has always been a very important and interesting factor in trading. By consistency I mean how long, in a given timeframe, let say 12 months or 12 weeks, my trades are giving a positive result. Can I expect 6 months out of 12 being > read more

TRADE SYSTEMS AS SUCH

Published on 2006-12-03 06:43:00

Last time I was talking about expectations and the use of stops. One of the things that interested me was the relation between a stop and other system parameters like amount of losses/winners and the average win/loss. I stated that for a given trade > read more

STOPS AND TRADING SYSTEMS

Published on 2006-11-28 09:17:00

It is common to use stops to avoid big losses and to avoid the psychological danger a trader can have when he is uncertain to close his positions at time.Still sometimes no stop is proposed in trading. We all now that too small a stop the will punch > read more

AUTOMATED TRADING

Published on 2006-11-16 11:05:00

One reason of not being updating recently is a circumstance that I never thought would be important to me. I met a few years ago a trader which became also a friend and after numerous discussions about trading we decided this summer to join and trade > read more

TRADINGSYSTEMS AND THEORY

Published on 2006-08-27 06:49:00

You may have wondered why I didnot update my blog regularly this summer. The resaon is quite boring: I went back to my study to work on several aspects on my tradingsystem.I have to admit I worked at this for quite a long time before but the last mon > read more

SYSTEM DEVELOPMENT (AGAIN)

Published on 2006-06-22 07:49:10

There are many aspects on trading which must be adressed before trading a system. Some of them can be found in the sidebar under Interesting Posts. The following will be treated on a next occasion.consistencyrobustnesstraders psychology and behaviour > read more

MARKET UPDATE AND PREDICTABILITY

Published on 2006-06-22 04:09:00

The markets in a decline at the moment, we can recognise that off course. If we look at stocks moving above 200 and 50 day moving average (symbols: $SPXA200 and $SPXA50), we can see that both are moving at the bottoms of recent years, see charts belo > read more