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Saturday, December 24, 2011

Portfolio Performance - November 2011

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November 2011 # of Entries...........5 # of Exits.............2 WinRatio..............50.00% Portfolio's ROI......+ 0.66% Market'...
Thursday, November 24, 2011

Portfolio Performance - October 2011

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October 2011 # of Entries...........1 # of Exits.............5 WinRatio..............20.00% Portfolio's ROI......+ 0.27% Market...
Saturday, October 08, 2011

Portfolio Performance - September 2011

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July 2011 # of Entries...........6 # of Exits.............9 WinRatio..............66.67% Portfolio's ROI.......+0.76% Market's...
2 comments:
Sunday, July 17, 2011

Portfolio Performance - June 2011

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# of Entries..........12 # of Exits............10 WinRatio..............30.00% Portfolio's ROI.......-7.72% Market's ROI..........
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Tuesday, July 12, 2011

Monk Traders

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Michael Martin wrote an interesting post on the importance of fundamentals in trading. Its a good post with solid points. Especially, the...
Thursday, June 23, 2011

Portfolio Performance - May 2011

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# of Entries...........8 # of Exits.............9 WinRatio..............77.78% Portfolio's ROI.......+3.44% Market's ROI..........
Sunday, May 08, 2011

Portfolio Performance - Apr 2011

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# of Entries...........7 # of Exits.............6 WinRatio..............66.66% Portfolio's ROI.......+0.89% Market's ROI..........
Tuesday, April 12, 2011

Portfolio Performance - Mar 2011

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# of Entries...........8 # of Exits............10 WinRatio..............70.00% Portfolio's ROI.......+3.38% Market's ROI.........
Saturday, March 12, 2011

Portfolio Performance for Feb 2011

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# of Entries...........8 # of Exits.............7 WinRatio..............80.00% Portfolio's ROI........5.82% Market's ROI.........
Sunday, February 06, 2011

Portfolio Performance for January 2011

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The portfolio finished the month up 2.82%. Not a particularly stellar month for the portfolio; but I'll take a win over the market ...
2 comments:
Sunday, January 16, 2011

Portfolio Performance for December 2010

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Market did great in December (+6.53%); while the portfolio was stuck in neutral (-0.36%). The majority of positions just didn't b...
2 comments:

Collecting Max Items in Python

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Lately, I've needed a way to collect a running list of the top X values and their associated items in Python. This is useful if you...
Saturday, December 04, 2010

Portfolio Performance for November 2010

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Portfolio ended the month of November up 1.65% versus the market's -.23%. Sure doesn't reflect the volatility that November gav...
Thursday, November 25, 2010

Running Variance

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Variance - kinda the bread and butter for analysis work on a time series. Doesn't get much respect though. But, take the square root of...
11 comments:
Saturday, November 06, 2010

Portfolio Performance for October 2010

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Back to back months of these kind of numbers make an old trader like me nervous. When's the trap door going to fall? No doubt the cur...
4 comments:
Saturday, October 09, 2010

Portfolio Performance for September 2010

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September was a great month for the portfolio. Adding another positive month to the new system's belt. So far, 3 out of 4 positive mon...
Saturday, September 11, 2010

Running Sum

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We've covered Running SMAs and EMAs ...let's dig into Running Sums or often called Running Totals. Formula as follows: \(Sum_{tod...
1 comment:
Sunday, August 08, 2010

Portfolio Performance for July 2010

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One thing I've noticed in trading systems over the years is the observer effect . Typically, when a thoroughly backtested system fails....
Saturday, August 07, 2010

New Books

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Received 2 books today: The Art of Capacity Planning by John Allspaw The House Advantage by Jeffrey MA I first heard about John Alls...
Sunday, August 01, 2010

Exponential Moving Average (EMA)

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Now that we've tackled Running Simple Moving Averages (SMA) ...let's move on to Exponential Moving Averages (EMA). You may wonder w...
5 comments: