The IMF names #Brexit uncertainty as a key risk to the global economic outlook pic.twitter.com/GK98Ras3EW— IMF (@IMFNews) June 30, 2016
Thursday, June 30, 2016
NinjaTrader Webinar
Thank you Ninja Trader and Shark Indicators!!!
A Great Webinar Today!
Tuesday, June 28, 2016
Monday, June 27, 2016
Saturday, June 25, 2016
May not be over #iMass4xNews Petition: EU Referendum Rules triggering a 2nd EU Referendum https://t.co/yGuUuslwgC— iMass4x (@mass4x) June 25, 2016
Friday, June 24, 2016
Vote to Leave the EU: BRITAIN VOTES FOR INDEPENDENCE!
Vote to Leave the EU: BRITAIN VOTES FOR INDEPENDENCE!: The United Kingdom has voted to leave the European Union. We've done it. When we leave the EU we will at last create the condi...
Largest 1 Day Drop in History for the Pound
This was the start of the selloff when 1.5000 did not hold and the first results came out for the leave vote
Thursday, June 23, 2016
Wednesday, June 22, 2016
Saturday, June 18, 2016
Makeup of Successful Traders
Commentary is opinion only and should not be considered specific investment advice. Futures trading contains substantial risk and is not suitable for every investor. See the full Risk Disclosure on this website.
Friday, June 17, 2016
Magic Charts
A few hours after I made the video, Gold finally made it back up to the Upper Deviation VWAP level. Magic.
Tuesday, June 14, 2016
Saturday, June 11, 2016
Commentary is opinion only and should not be considered specific investment advice. Futures trading contains substantial risk and is not suitable for every investor. See the full Risk Disclosure on this website.
Friday, June 10, 2016
Wednesday, June 8, 2016
Girl Power!!!! Premarket Analysis - Green Across the Board!
Girl Power!!!! Premarket Analysis - Green Across the Board!
Tuesday, June 7, 2016
Volatility Breakout Strategy for Gold
Volatility Breakout Strategy for Gold
RISK DISCLOSURE: Futures trading contains substantial risk and is not for every investor. An investor could potentially lose all or more than the initial investment. Risk capital is money that can be lost without jeopardizing ones financial security or life style. Only risk capital should be used for trading and only those with sufficient risk capital should consider trading.
Past performance is not necessarily indicative of future results.
CFTC RULE 4.41 HYPOTHETICAL PERFORMANCE DISCLAIMER:
HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW.
NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN; IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM.
ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT. IN ADDITION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK OF ACTUAL TRADING. FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR TO ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS. THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF HYPOTHETICAL PERFORMANCE RESULTS AND ALL WHICH CAN ADVERSELY AFFECT TRADING RESULTS.
Copyright © 2016 J Auto Trading Strategies, LLC. All Rights Reserved.
No part of this website may be reproduced, stored in a retrieval system or transmitted in any form or by any means, electronic, mechanical, photocopying, recording, scanning or otherwise, except under the terms of the Copyright, Designs and Patents Act 1988 or without express written permission of the author.
RISK DISCLOSURE: Futures trading contains substantial risk and is not for every investor. An investor could potentially lose all or more than the initial investment. Risk capital is money that can be lost without jeopardizing ones financial security or life style. Only risk capital should be used for trading and only those with sufficient risk capital should consider trading.
Past performance is not necessarily indicative of future results.
CFTC RULE 4.41 HYPOTHETICAL PERFORMANCE DISCLAIMER:
HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW.
NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN; IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM.
ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT. IN ADDITION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK OF ACTUAL TRADING. FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR TO ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS. THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF HYPOTHETICAL PERFORMANCE RESULTS AND ALL WHICH CAN ADVERSELY AFFECT TRADING RESULTS.
Copyright © 2016 J Auto Trading Strategies, LLC. All Rights Reserved.
No part of this website may be reproduced, stored in a retrieval system or transmitted in any form or by any means, electronic, mechanical, photocopying, recording, scanning or otherwise, except under the terms of the Copyright, Designs and Patents Act 1988 or without express written permission of the author.
Sunday, June 5, 2016
All that Glitters Is Not Gold
Check out this new paper on SSRN. All that Glitters Is Not Gold: Comparing Backtest and Out-of-Sample Performance on a Large Cohort of Trading Algorithms
It seems that everyone backtesting algorithms are simply wasting their time, as it is just an exercise in optimizing their results, which doesn't work! Sharpe ratios also are no good.
What does work? Higher order movements (like volatility and maximum drawdown), show significant predictive value of relevance to quantitative finance practitioners. Higher order movements. Hum..... I wonder if I am on to something..... Like Directional Trading using Volatility.....
Download the paper here: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2745220
It seems that everyone backtesting algorithms are simply wasting their time, as it is just an exercise in optimizing their results, which doesn't work! Sharpe ratios also are no good.
What does work? Higher order movements (like volatility and maximum drawdown), show significant predictive value of relevance to quantitative finance practitioners. Higher order movements. Hum..... I wonder if I am on to something..... Like Directional Trading using Volatility.....
Download the paper here: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2745220
Saturday, June 4, 2016
Friday, June 3, 2016
Commentary is opinion only and should not be considered specific investment advice. Futures trading contains substantial risk and is not suitable for every investor. See the full Risk Disclosure on this website.
