[RobGiles]

Nick,
FYI, the link to the ETF rotational strategy no longer works.
Rob

[RobGiles]

Hi Julian,

Great. I’ll read the book and then chat with you. Really interested in how you go about selecting which markets to trade when / if presented with multiple signals and also how one systemises the entry across 60 markets.

I’ll get back to you in time.
cheers
R

[RobGiles]

Not quite half way through the course, but for me, I wouldn’t have done it without the mentoring aspect. The amount I’m learning, especially through the emails and skype calls, is where a huge part of the value is at for me.

[RobGiles]

https://www.bitcoin.com/you-need-to-know

[RobGiles]

Brilliant….thanks Nick

[RobGiles]

Thanks Julian

OK so on that basis, how does a momentum or a trend following approach sit with you in today’s market? Are we not doing essentially the same thing (albeit from the long side only and probably with systems designed to have much less severe DD’s)?

[RobGiles]

Hi Said
Thanks for that mate, I’ll check out it out. I’ve just finished his book ‘Stocks on the Move’ which talks about momentum trading in shares, recommended by Nick. Excellent read.

[RobGiles]

Hi Nick
Have these guys released robust systems in the past? How does one get an idea on whether or not they’ve been over-optimized?

[RobGiles]

Hi Julian
Thanks for the feedback. Have you found that if you’re missing a piece of code after you graduated, you were able to get it from fellow forum members?
cheers
Rob

[RobGiles]

Just got back from 12 day break. Spent the day on revision. There’s a heck of a lot of stuff to remember here, feeling out my depth, but hopefully with a more concentrated effort over the next few months I can get something down.

Would be interested on how many systems graduates were able to successfully code when they went through the course?

[RobGiles]

hi Trent
is your aim here to risk the same % of investment capital per trade, so that on more volatile equities, your stops are wider / posn size is smaller, and with low vol equities your stops are tighter, but the position size is larger (but both have the same risk if the initial stop is hit)?

[RobGiles]

Week #6 just finished. Up to Module #10 Lesson#4. Enjoying the journey. Will be on holidays with just my wife & I for 10 days at the end of the week (no kids!!), so will have some catch up when I get back. Appreciating the feedback from the forum on posts. Enjoying being long MSB in the ASX growth portfolio!

[RobGiles]

Hi Maurice…definitely here to adopt strategies based on structure and discipline, can’t argue with that. What I was seeking clarification on was our edge in the space of HFT vs the large players, given I’ve never been a day trader before. So my take away as to our intra-day edges are; small posn size (means we can play the same game without materially moving the market against us), the fact that we’re not playing a true HFT game (i.e. longer end of short term), disciplined systematic approach. I would add prudent position sizing as well.

thanks for the insights

[RobGiles]

Yep makes sense thanks Julian.

[RobGiles]

Agree, liquidity is not an issue for the size that retail traders typically trade. thanks for the link

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