Automated Trading Profit > Position Sizing - Part One
[OptionsVista.com Newsfeed] What I've described above has the flaw of being a static Fixed Fraction. That is, it assumes that you will risk the ENTIRE trade without any management.
[Previous] BLACKBOLT Neural Network 2nd Best Free EA - Forex Trading...
[Next] Position Sizing - Part Three...
Some related posts from Technorati and Google.
[The Economist: Free exchange] Science question of the day | Free exchange | Economist.com: It looks as if falling EROI will indeed be a massive problem, probably sometime in the next century. With fading hopes that Copenhagen will prove me a pessimist, humanity looks set to leaving mitigating climate change due to greenhouse gas emissions to the last minute, if not beyond.
[eScholarship Repository] eScholarship: High Collision Concentration Location: Table C ...: In addition, by using a fixed-length segmentation, artificial limitations are imposed on the system when segments smaller than the fixed size were not included automatically in the process. ..... However, three differences are: (1) Table C assumes a fixed rate, although in some cases modified by traffic volume, (2) Table C has a different way of handling traffic volume (in Table C traffic volume is used as a factor adjusting rate, in SPF traffic volume is predictive ...
[Muwabi Economic Forum] Muwabi Economic Forum » Can Government Intervention Ever Work?: The policies of inflation/monetary expansion/fractional reserve lending which were endorsed and supported by both the government and Wall Street caused that exponential shaped chart on virtually every asset measure, which also widened the income/wealth gap. The low/middle class suddenly needed much more support and it was enforced by a government willing to provide it.
[Lambda the Ultimate - LtU Forum, Site Discussion] Fundamental Flaws in Current Programming Language Type Systems ...: A module that performs the above widening arithmetic based on fixed integer types provided by the language is all that's needed here (I assume that fixed width integer types have two multiplication operations, Int8->Int8->Int8 for wrapping ops, and Int8->Int8->Int16 for widening ops). The only difficulty I can see is if you're expecting the compiler to automatically generate this.
[Gene Expression] Gene Expression: Haldane's Dilemma: should we worry?: It is true that Haldane's illustrative scenario assumes hard selection, but his calculations would apply to any circumstances where the pattern of fitness satisfies his assumptions. ...
[Market Skeptics] Market Skeptics: *****Dark Pools And Insider Trading Growing On ...: NEW YORK--(BUSINESS WIRE)--June 8, 2004--Instinet, LLC todayannounced the expansion of its suite of electronic U.S. equity blocktrading services with the addition of the Intra-Day Cross (IDX).Scheduled to launch Wednesday, June 9, IDX was designed to counter the industry trend toward smaller execution size, and give institutionalinvestors the opportunity to anonymously and cost efficiently trade large blocks of U.S. stock, or illiquid U.S. securities, without human interventionand without an effect on price. IDX will join thecompany's other institutional block trading services: Volume-WeightedAverage Price (VWAP) Cross, Continuous Block Crossing (CBX(SM)),End-of-Day Cross (EDX), ProActive SmartRouter(SM) and sales tradingdesks in North America, Europe and Asia.
[TheMoneyIllusion] TheMoneyIllusion » Spot the flaw in nominal index futures targeting: Some people draw false analogies with the TIPS market. The TIPS/conventional bond yield spread may sometimes be distorted by shifts in liquidity preference. This is a problem because TIPS are not pure inflation plays, but rather close substitutes for conventional bonds which trade in a somewhat more liquid market. NGDP futures should not be attached to any sort of bond.
[Jon Taplin's Blog] What Future? « Jon Taplin's Blog: Japans deflation was not because of a productivity boom. Japans deflation was because of the same force thats causing our current deflation: a broken, zombie banking system that was sitting on reserves coupled with a massively escalating public sector spending spree that drowned private investment.
[Object Mentor Blog] TDD Triage: “Use TDD to build a browser better than Firefox, an editor better than VI, a game better than DOOM or World of WarCraft, a language better than Haskell or C, (say), a database better then PostGres, an Operating System better than Linux, Search Engine btter then Google (all examples of codebases NOT developed with TDD and the authors of these code bases being the kind of people interviewed in CaW - the kind of “unprofessional”, “stone age” programmers in Bob Martins words .”
[Lawson for Congress Blog] Lawson for Congress Blog » Archive » A Short Stack of Lies and ...: The system of financial regulatory dictatorship that Gordon praises, and which is about to be forced down the throats of the American public, has been tried before in other countries. During one of its own periodic financial crises, Italian government officials complained bitterly, as Gordon does, of regulation that has been “disorganic”
[The Irish Economy] The Irish Economy » Blog Archive » Guest Post: Donal O'Mahony on NAMA: The fatal flaw in this pro-NAMA argument is that it fails to acknowledge that the government plans to overpay by 10 billion euro. This is hidden in the 15% forecast abnormal return to acquired property, and the over-valuation of assets in terms of current market values.
[Reason Magazine - Hit & Run] Carbon Rationing Will Hurt the Poor Worse, Argues Skeptical ...: That phenomenal cost, calculated by allthe main economic models, assumes that politicians across the globewill make the most effective, efficient choices. In the real world,where policies have many other objectives and legislation is easilyfilled with pork and payoffs, the deal easily gets worse.
[Whatanews4u.Sports] BBC - Mark Mardell's America: A prize deserved?: Its the strongest that can decide when to have peace or when to go to war..To give Obama the peace prize and to demand others to follow him should not even be wished for, let alone expected..As a president of usa, which occupies two countries, is all ready to attack pakistan more than just drones, threatens Iran, supports occupation is israel, he cannot afford to fullfill his own vision.America cannot survive if the vision he has given, ever turns a reality, so he is ccursed to talk about peace while engaging in "unknown" wars, and you all will be left to discuss what you are now used to discuss, endless, useless abstacts.
[Shtetl-Optimized] Shtetl-Optimized » Blog Archive » My long, complexity-theoretic ...: One reason for focusing on this stipulation is that in the world of practical calculations (meaning, PSPACE and PTIME resources) and also in the world of practical experiments (meaning, finite-temperature and/or noisy laboratories), it is commonplace to compute on tensor network state-spaces … which definitely are not vector spaces, but rather are Kähler manifolds.
Reflected tags on Technorati: Blog, Fixed Fractional Trading, Automated Trading Profit