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Arquivo da categoria: Risk & Money Management
Quant Documentary
Nice documentary about the “Quants” here.
“25th Hour” Movie – Trading Scene
It’s good when it works… But this is not a way to do business.
Publicado em Risk & Money Management, Videos
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Slippage
Interesting post on slippage by Max Dama. Go take a look!
Publicado em Risk & Money Management
Com a tag Max Dama, Slippage, Trading Modelling
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Quote Of The Day – Larry Harris (the brazilian what?!?!?!?!?!?!?!)
Publicado em Quote Of The Day, Risk & Money Management
Com a tag brazilian straddle, Trading & Exchanges
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Real Deal Trading Psychology
Take a good look at the graphics above. You will become a better trader. Discretionary Entry – Discretionary Exit – Before the trade is put in emotions are under control. The intellectual (rational) activity rises, during the process of thinking … Continue lendo
Publicado em Risk & Money Management, Trading Research & Theory
Com a tag Automated Trading, Discretionary Trading, Trading, Trading Psychology
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An Important Question – Knowledge x Performance Spread
Perhaps one of the most important questions related to trading. How to narrow the spread between what we know about trading and how we perform? One can achieve mastery in studying the markets, at the point to tell with much … Continue lendo
Publicado em Risk & Money Management, Trading Research & Theory
Com a tag Trading
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On Power and Trading
It always amaze me how people misunderstand the definition of Power. Ok, ok, maybe it’s not their fault, because a dictionary won’t help much in this case. (But a trader cannot relly on further explanations about why things got wrong … Continue lendo
Publicado em Risk & Money Management, Trading Research & Theory
Com a tag overtrading, Trading
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Nassim Taleb On Bogus Measures
Publicado em Interviews, Risk & Money Management, Videos
Com a tag Nassim Nicholas Taleb, Quantitative Finance, Quantitative Trading
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Money Management
About Money Management In page 121 of “Fooled By Randomness“: “Maximizing the probability of winning does not lead to maximizing the expectation from the game when one’s strategy may include skewness, i.e., a small chance of large loss and a … Continue lendo
Publicado em Risk & Money Management
Com a tag Fooled By Randomness, Larry Williams, Money Management, Nassim Nicholas Taleb
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Hole Management
Cris has a great point and good lessons about “Hole Management” in his Globetrader blog. A must-read.
Publicado em Risk & Money Management
Com a tag Drawdown, Futures Trading, Risk Management, Trading
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