[Previous] Day Trading Robot Review...

 [Next] Back Testing with Futures - Traders Laboratory...

Some related posts from Technorati and Google.

[Afraid to Trade.com Blog] FAZ 3x Financial Bear Fund Crushed | Afraid to Trade.com Blog: Could there be a nice hedge opportunity here by shorting both ETFs simultaneously to profit on the tracking error while hedging the position by shorting both the long and short ETF? They are such new instruments that I wouldn't have the courage to do it myself, but if we're operating under the assumption that these are crummy instruments for anything other then daytrading, why not capitalize on that?

[Stock Discussion, Trading Ideas -- iBankCoin.com] 3X ETF Short Trading Strategy | Stock Discussion, Trading Ideas ...: Last but not least, given the short trading history on these ETFs, I can’t say with certainty, but I would not be using this strategy if VIX dropped below 30 or 25 as mean reversion strategies may not work as well and/or would increase the risks of higher draw downs and holding periods.

[InvestmentNews Current Issue Headlines] ETF hypothetical returns criticized - Investment News: "Advisers usually want to see how an index performs in the real world," he said. "A lot of money usually doesn't come in until a fund has real-world .

[System Trading with Woodshedder] Lazy Man: Testing Exits on an ES System, Part 3 | System Trading ...: On a side note, and I do not mean to hijack the great stuff from Lazy Man and Woodshedder, I have recently found that the LSE has a series of Commodity based ETFs (mostly traded in USD). My hope is that these ETFs might have enough negative correlation to equities to add favorable returns even as equities are going down.

[the evil speculator - one nefarious trade at a time] Dilution Deluxe | the evil speculator - one nefarious trade at a time: i am just not keen on the liquidity in getting and out on these BF's outside of indices....been bitten before when a stock is fast moving, hits my BF target and then i cant close the damn thing in time lol do you split the exit on your bf up and leg out a spread at a time?

[Matt Trivisonno's Blog] Matt Trivisonno's Blog » Blog Archive » Thursday's Trading - 4/30/09: Sorry Matt, this talk will die down as soon as I set up the alerts page. George Says: April 30th, 2009 at 3:00 pm .

[System Trading with Woodshedder] Lazy Man's ES System: Optimized In Sample Report | System Trading ...: if you are willing to use an intraday timeframe, and as long as you are dealing with a liquid stock or contract, you don’t really need to use the look-inside-bar backtesting (I think– as long as you have active stop and limit orders out during each bar, and you only take signals at the close of bars), which should allow you to backtest a much much longer timeframe.

[Transaction Level Analysis (TLA) - The Blog] The Trading Cloud - The Current State of the Trading Cloud - (Part ...: We are working on a backoffice ETF omnibus trading platform and OMS to take advantage of the cloud and offer this solution as a service to a variety of customers. This web based solution will expose all functionality via API and/or Web services as well where is can be integrated into other soutions or current legacy systems.

[the evil speculator - one nefarious trade at a time] Who Ya Gonna Call? | the evil speculator - one nefarious trade at ...: Well, it happened to breach through its prior 2009 low on Friday and then pulled back out - such a tease! But unless we’re dealing with the Armageddon scenario here I think we’ll drop lower and complete a nice clean 5th wave, ending our first leg down around 800 - 820.

[MarketSci Blog] Testing TM, Rule #1: Buy New Lows, Not New Highs « MarketSci Blog: TM’s article assumed a trader used ETFs and intraday orders, but that’s not really what I do (I trade leveraged mutual funds), so I’ll assume an investor only bought/sold at the close.  Slightly different approach, same conclusion.

Reflected tags on Technorati: Blog, Backtest Trading, Automated Trading Profit