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Thread: Model discussion

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Pascal Model discussion 02-06-2012, 04:35 AM
TraderD Pascal, this is a great... 02-06-2012, 08:42 AM
Pierre Brodeur Pascal, Although it might... 02-06-2012, 03:06 PM
Timothy Clontz Lower the target and widen... 02-06-2012, 04:00 PM
TraderD An absolute measure of an... 02-06-2012, 05:18 PM
Pierre Brodeur No indicator is perfect, of... 02-06-2012, 10:50 PM
mingpan.lam Here's my opinions 1.... 02-07-2012, 07:04 AM
senco The biggest challenge we have... 02-07-2012, 08:21 AM
senco While at it, a couple of... 02-07-2012, 08:38 AM
TraderD AFAICT, EV as a follower of... 02-07-2012, 11:29 AM
Pascal EV detects an equilibrium and... 02-07-2012, 11:59 AM
Pascal I am attaching here a general... 02-07-2012, 01:35 PM
TraderD Pascal, how do you explain... 02-07-2012, 01:58 PM
Pascal Simple: 2008 and 2009 were... 02-07-2012, 02:18 PM
mingpan.lam Hi Pascal, Which model GDX... 02-07-2012, 04:07 PM
Pascal The second level: Industry... 02-07-2012, 05:09 PM
senco - Pascal, could you please... 02-08-2012, 02:47 AM
Pascal In synch with the 20DMF means... 02-08-2012, 05:04 AM
adam ali Pascal, Does the RT 20DMF... 02-08-2012, 08:25 AM
Pascal I do not know, because the... 02-08-2012, 09:53 AM
Adriano fuzzy logic 02-08-2012, 09:57 PM
asomani A few ideas I'll throw out... 02-09-2012, 02:00 AM
Pascal The lower panel of the 20DMF... 02-09-2012, 05:21 AM
pdp-brugge Following the discussion in... 02-09-2012, 05:47 AM
Rembert Just my personal oppinion but... 02-09-2012, 06:00 AM
pdp-brugge Hi Rembert, It is not my... 02-09-2012, 06:43 AM
Rembert Ah ok, I understand. Besides... 02-09-2012, 07:21 AM
Rembert Regarding Fuzzy Logic ...... 02-09-2012, 05:02 AM
Adriano This is what I was talking... 02-10-2012, 07:14 PM
grems8544 I have the MATLAB fuzzy logic... 02-11-2012, 12:04 PM
Adriano Interesting, thanks. I know... 02-11-2012, 04:33 PM
Pascal XL Models 02-13-2012, 04:23 AM
TraderD Pascal, this looks like a... 02-13-2012, 07:51 AM
Pascal XL Models, continuation 02-14-2012, 05:24 AM
TraderD 2008 stats look particularly... 02-14-2012, 09:26 AM
Pascal In fact, you are not totally... 02-14-2012, 10:04 AM
TraderD Looks like I got it the other... 02-14-2012, 11:52 AM
TraderD Pascal, do you mean that the... 02-15-2012, 12:59 PM
Pascal This is work in progress as... 02-15-2012, 02:38 PM
TraderD That's understood, looking... 02-15-2012, 04:11 PM
Pascal In the past days, I reworked... 02-20-2012, 12:07 PM
TraderD Pascal, if I understand... 02-20-2012, 01:42 PM
Pascal The average return is the... 02-20-2012, 02:16 PM
TraderD Very well, it's more... 02-20-2012, 05:21 PM
Harry Composition? 02-22-2012, 06:49 AM
Pascal The 20DMF is a sectors based... 02-22-2012, 11:07 AM
Harry Thank you for the detailed... 02-22-2012, 11:59 AM
Pascal In the past two days, I have... 02-24-2012, 03:21 PM
Pascal You can find below a summary... 02-26-2012, 10:25 AM
Rembert Pascal, As I understand... 02-28-2012, 06:58 AM
Pascal On the long side, this fail... 02-28-2012, 08:30 AM
Pascal In the past days, our fellow... 03-01-2012, 12:54 PM
nickola.pazderic Thanks 03-01-2012, 02:28 PM
Pascal You probably could: could you... 03-02-2012, 03:36 AM
nickola.pazderic Kiss 03-02-2012, 12:50 PM
nickola.pazderic explication 03-02-2012, 02:36 PM
Pascal Thank you Nickola. I am... 03-06-2012, 01:17 AM
senco Pascal, For clarification... 03-08-2012, 12:15 AM
Pascal This relates to the day of... 03-08-2012, 12:25 AM
TraderD What's in a MF? 03-23-2012, 11:48 AM
Pascal Yes. I believe that these are... 03-23-2012, 12:01 PM
Billy I would also interpret that... 03-23-2012, 12:31 PM
TraderD Thanks, Pascal. That... 03-23-2012, 12:38 PM
Billy Doron, Why do you think it... 03-23-2012, 01:03 PM
TraderD Billy, I'm with you on that... 03-23-2012, 01:12 PM
Billy If you aim at longer term... 03-23-2012, 01:20 PM
Rembert For the official trade... 05-11-2012, 02:02 AM
Neil Stoloff an outside-the-box idea 03-01-2012, 10:46 PM
Pascal This idea might be... 03-02-2012, 03:35 AM
Neil Stoloff Pascal, In item #1 of my... 03-03-2012, 01:29 AM
Pascal Neil, let's put this the... 03-03-2012, 02:00 AM
Neil Stoloff Pascal, For now I would... 03-03-2012, 07:45 AM
Pascal I only have the 9 XLI, XLY,... 03-03-2012, 07:48 AM
Neil Stoloff On one hand, ten may not be... 03-03-2012, 08:10 AM
Neil Stoloff outside the box but not off... 03-04-2012, 09:22 PM
Pascal Neil, Thank you for your... 03-05-2012, 05:08 AM
Neil Stoloff This is disappointing on more... 03-05-2012, 10:13 PM
Pascal Neil, I am sorry that... 03-06-2012, 01:13 AM
pdp-brugge Pascal, This quote comes... 03-19-2012, 03:19 AM
Pascal Sorry, but I need to hold-off... 03-19-2012, 04:46 AM
pdp-brugge No problem. Take all the... 03-19-2012, 05:08 AM
pdp-brugge Suggestion for performance RT... 03-23-2012, 06:04 AM
Pascal Sure! Each ETF will have... 03-23-2012, 06:08 AM
pdp-brugge Great! Now the billion... 03-23-2012, 06:10 AM
TraderD Why not now? ... 03-23-2012, 08:05 AM
pdp-brugge wow! is this official? 03-23-2012, 09:09 AM
Pascal Rembert, I do not keep... 05-11-2012, 04:22 AM
Rembert Ok. If by chance there's... 05-11-2012, 04:43 AM
pdp-brugge Rembert, Hereby I attach... 05-11-2012, 05:13 AM
Rembert Bedankt ! 05-11-2012, 06:00 AM
Rembert Here's the IWM data ... ... 05-11-2012, 02:23 PM
Pascal Thank you for this analysis... 05-11-2012, 02:37 PM
Rembert I'm doing this analysis for... 05-11-2012, 02:56 PM
Harry Rembert, thank you for... 05-12-2012, 05:33 AM
Rembert Not yet for GDX. Next week... 05-12-2012, 08:39 AM
Pascal For your ease, I attach a... 05-12-2012, 10:11 AM
Harry Dear Pascal, Thank you for... 05-14-2012, 07:51 AM
Rembert Let's have a look at the GDX... 05-16-2012, 12:16 PM
Pascal Thank you Rembert. This is a... 05-16-2012, 05:28 PM
Rembert Nice to hear you guys liked... 05-17-2012, 01:57 AM
Pascal GDX Model 05-17-2012, 05:13 AM
mklein9 I couldn't agree with you... 05-16-2012, 03:07 PM
asomani Thank you very much, Rembert.... 05-16-2012, 04:38 PM
Pascal Whipsaws is a clear... 02-08-2012, 12:39 AM
xr-3609 WOW! Great work! It looks... 02-07-2012, 05:34 PM
TraderD IIUC, portfolio factor... 02-07-2012, 07:58 AM
Pierre Brodeur I am not suggesting the use... 02-07-2012, 11:51 AM
Pascal Thank you for this... 02-08-2012, 04:11 AM
  1. #11
    Join Date
    Dec 1969
    Location
    Kalmthout, Belgium
    Posts
    35
    For the official trade records of IWM/GDX models ... do you have a record of the initial stop for each trade ?
    If so could you share a list of the trades including buy/short price, sell/cover price and intitial stop ?

    I would like to do some calculations to get a better idea how much of my account I should risk on each trade.
    I'll share my findings with the group as the question regarding position sizing has come up a few times lately.

    Thanks,
    Rembert
    Last edited by Rembert; 05-11-2012 at 02:05 AM.

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