To get the ball rolling, here’s the first block of links. 1] Rebalancing a portfolio of ETFs using “mean-variance” principles. Instead of employing the regular covariance matrix of ETFs, the authors employ its modification based on Spearman's rho. ...

Nonparametric Association Measures in Systematic Trading

Another option for the exit rule is a duration stop. Say, you are trading situations where the market is expected to correct itself within 1-5 days. If the correction does not happen for a while (say 15 days), something else is going on and the ...

successful trader without stop loss?

And one can totally drive a car without brakes up the slope.

successful trader without stop loss?

Thanks for the response.

GBP/USD outlook

Thank you for the clarification.

Trading from NY close to London open

Which "method", Doxfom? The guy writes: "Today I guess the Aussie news spiked the market, but I really felt that it was negative and the Euro should have continued to gain ground. Fundamentals always puzzle me." It seems like profitkeeper thinks ...

Trading from NY close to London open

All I see is "bear formations" and "bull formations". Can you give a running estimate of how much an equally weighted portfolio would make/lose if following your advice? Trading GBP based on technical analysis only seems risky in the times when so ...

GBP/USD outlook

I may be missing something, I probably am, but why do so many people view FXCM as a viable alternative to IB? FXCM does not allow you to be a market maker and IB does. If the bid-ask spread on EUR/USD is 1.12 - 1.1201, IB allows you to enter a sell ...

Interactive Brokers - experiences and opinions