Matches for herbi*, 4182 total results Sorted by newest | relevance
Wed Feb 05 10:35:47 UTC 2014 <herbijudlestoids> btc denomination i dont think will help me unless i plan on never repatriating any profits
Wed Feb 05 10:34:57 UTC 2014 <herbijudlestoids> i hire an accountant to do the legwork :P
Wed Feb 05 10:34:01 UTC 2014 <herbijudlestoids> basically, depending on my gross income in a given year i can have my tax treated differently...trading certain positions allows me to claim them as hedges against other positions in other markets...much better tax treatment, better overall annual return
Wed Feb 05 10:32:30 UTC 2014 <herbijudlestoids> slightly different design for tax purposes
Wed Feb 05 10:31:48 UTC 2014 <herbijudlestoids> i guess im interested to see what he has to say, the mean reversion model i actually implement is not *too* far off that ;)
Wed Feb 05 10:28:13 UTC 2014 <herbijudlestoids> anyway, i got some more around, lemme know if you want them.
Wed Feb 05 10:26:35 UTC 2014 <herbijudlestoids> kakobrekla: i should clarify. these models are not for intraday use, they trade on an EOD basis
Wed Feb 05 10:26:06 UTC 2014 <herbijudlestoids> i also got a follow through model somewhere, built originally for GBPUSD...called (no surprise) deconfidence, cant find it right now
Wed Feb 05 10:24:41 UTC 2014 <herbijudlestoids> kakobrekla: simplicity = robustness :)
Wed Feb 05 10:24:26 UTC 2014 <herbijudlestoids> there ya go, here is the regime filter version http://pastebin.com/LpxA0icf
Wed Feb 05 10:21:54 UTC 2014 <herbijudlestoids> i have a better version which uses a couple of simple regime filters somewhere, that allos the same model to work on all the major pairs...lemme see if i can find it
Wed Feb 05 10:20:57 UTC 2014 <herbijudlestoids> basically betting against short term action and sizing based on position in the long term range
Wed Feb 05 10:20:33 UTC 2014 <herbijudlestoids> http://pastebin.com/dvMPBmjL
Wed Feb 05 10:20:30 UTC 2014 <herbijudlestoids> here ya go, i wrote this mean reversion model for EURUSD in R and as well an MQL4 copy, i noticed you support MT4 as the platform so this one is probly easier
Wed Feb 05 10:19:34 UTC 2014 <herbijudlestoids> well i build more models than i need, and only have so much capital, plus some are more tax constraining than others
Wed Feb 05 10:15:41 UTC 2014 <herbijudlestoids> mostly for EURUSD since that is my bread and butter, but a couple of adaptive ones that tend to work as part of a portfolio of model
Wed Feb 05 10:14:11 UTC 2014 <herbijudlestoids> these are models where the goal is to generate a ~10%CAGR over ~10y with low/no correlation to regular asset classes
Wed Feb 05 10:13:17 UTC 2014 <herbijudlestoids> i will even share them for free
Wed Feb 05 10:13:09 UTC 2014 <herbijudlestoids> kakobrekla: i got a bunch of models for FX that i cant use, want em? :D
Wed Feb 05 10:09:39 UTC 2014 <herbijudlestoids> kakobrekla: in europe i like dukascopy and have an account there, but rarely use it anymore since pepperstone came to australia.