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Messages 747 - 797 of 989   Oldest  |  < Older  |  Newer >  |  Newest
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747
What is a typical Calmar Ratio for a hedge fund? What is a good frame of reference or benchmark for this ratio? Thanks, Eric...
erc90
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Jun 4, 2008
9:10 pm
756
Could somebody please clarify the distinctions of the different subdirectories. We have CTRADER and CTRADERX (I think one uses Numerical Recipes and the other...
ashokv12
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Jul 3, 2008
4:57 pm
757
Ashok, I've moved my directories around and I can't remember all the details about the original setup. Maybe CTRADERX handles intraday data whereas CTRADER is...
Trey Johnson
dickjohnson3
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Jul 4, 2008
12:55 pm
758
Hi Eric, Sorry it took so long to respond. I'm familiar with the Sharpe Ratio but I've never dealt with the Calmar Ratio and have to admit that I have no idea...
Jeffrey Owen Katz, Ph...
optionstrade...
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Jul 4, 2008
8:37 pm
759
Thanks, Trey! Jeff ... details ... whereas ... Recipes. I just ... libraries. ... correctly, there ... directory. I ... numerous ... consists ... indicators ...
Jeffrey Owen Katz, Ph...
optionstrade...
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Jul 4, 2008
8:39 pm
760
Hi Guys, Jeff and I have just finished sending an email out to all current users of C-Trader (on the Companion CD) but we've gotten some bounces. If you...
donna_scs
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Jul 8, 2008
4:51 am
761
Donna: I did not see an email from you. Thanks, -Terry Thrift-...
Terry Thrift
buffthrift
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Jul 10, 2008
9:27 pm
762
I've been working with c-trader for about 9 months. I have a technical background (engineering) including extensive data analysis(airplane flight test data),...
jesie_d
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Jul 14, 2008
12:32 am
763
What is your criteria for success?...
Richard Foulk
richard_foulk
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Jul 14, 2008
7:05 am
764
Jesie, It seems that TA lends itself to commodities whereas fundamentals work better on stock, in my opinion. On the issue of TA, the standard TA indicators...
Trey Johnson
dickjohnson3
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Jul 14, 2008
5:02 pm
765
Trey, I think it depends on your trading/investing timeframe whether or not fundamentals are more relevant than is technical analysis. For example, I follow...
paul54729
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Jul 14, 2008
9:16 pm
766
Paul, Point taken. I've never seen any fundamental models models applied to intra-day data, most likely because fundamentals (earnings) are generally released...
Trey Johnson
dickjohnson3
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Jul 15, 2008
12:39 am
767
It may well be that the AAPL swings are due to noise. For the longer term investor it is noise. I was thinking more about the day trader and how it might just...
paul54729
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Jul 15, 2008
1:16 am
768
... fundamentals work ... package ... doesn't ... Additionally, ... short ... correctly, I ... models. ... shown ... factor ... papers. ... portfolio ... ...
jesie_d
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Jul 15, 2008
1:18 am
769
Paul, You are right, there is a big difference between the day trader and longer term investor. I highly recommend Tsay's book. I bought Hamilton's book about...
Trey Johnson
dickjohnson3
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Jul 15, 2008
3:19 am
770
Jesie, Market bubbles are those times in which fundamentals seem irrelevant. I remember reading a couple of papers on carve-outs during the tech bubble in ...
Trey Johnson
dickjohnson3
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Jul 15, 2008
3:32 am
771
Hi, Earnings reports often occur after hours and may produce a "tornado" that can be traded on ISLD or ARCA. If you know what earnings are coming up, and some...
Jeffrey Owen Katz
optionstrade...
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Jul 15, 2008
3:47 am
772
... Richard, I haven't quite settled on firm criteria, as I am still trying to figure out what works. Generally I start with in sample results with ...
jesie_d
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Jul 15, 2008
4:50 pm
773
Hi, My experience is that there are distinctly different kinds of stocks, and that a system that works well on one kind will not necessarily work on a ...
Jeffrey Owen Katz
optionstrade...
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Jul 15, 2008
9:44 pm
774
Hey Jeff, This sounds very similar to event studies on earnings announcements, but on intra-day data. I think this could work really well, although scalability...
Trey Johnson
dickjohnson3
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Jul 16, 2008
12:40 am
775
Hi, Yes. The studies you mention are longer-term, and there does seem to be some exploitable drift, even after earnings announcements. What I had in mind,...
Jeffrey Owen Katz
optionstrade...
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Jul 16, 2008
2:23 am
776
... stocks, and ... on a ... vastly ... that one ... group of ... Jeff, I suspect you've answered my question. Different types of stocks and different types...
jesie_d
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Jul 17, 2008
5:06 pm
785
Hi All, I've recently got the CTraderPro and looking into it right now. At the moment, my first impression is that the software became much more complex and...
roman_tatkin
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Aug 25, 2008
1:16 pm
786
Roman, I've tried to download it but have had problems with more than one ftp client. I wish I could be of more help. I'm looking forward to trying the new...
Trey Johnson
dickjohnson3
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Aug 25, 2008
2:06 pm
787
The problem is not in commands, I'm not going to use it as-is, but to embed it into my own system as a trading simulator with detailed statistics. I have my...
roman_tatkin
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Aug 25, 2008
2:44 pm
788
Try calling them after close of New York trading: 631-696-3333 John...
jhess137
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Aug 25, 2008
5:30 pm
789
Hi, Sorry about the long delay. All hell has been breaking loose here. If you plan to use components from C-Trader Pro in other software, here are some...
Jeffrey Owen Katz
optionstrade...
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Aug 26, 2008
10:27 am
790
Hi All, It occurred to me that, in light of recent postings, some of you might be wondering about the new software being discussed, i.e., the development...
donna_scs
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Aug 27, 2008
12:52 am
796
hi everyone, i just signed up to this group. i am discretionary trading for 2 years now with success, and i'm really interested in mechanical trading systems...
sh4kta
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Dec 15, 2008
10:43 pm
797
Keo, Jeff or Donna should be able to help you with that, although I didn't see it offered on their website. Here's the address if you don't have it:...
Trey Johnson
dickjohnson3
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Dec 17, 2008
3:46 pm
Messages 747 - 797 of 989   Oldest  |  < Older  |  Newer >  |  Newest
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