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Thread: Volatility

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  1. #1
    Join Date
    Dec 1969
    Location
    Seattle, Washington USA
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    similarly...

    I have the answer to volatility and HFT: don't watch the screen!

    Once again I can naively report that my grandpa account at Vanguard is completely out performing Thinkorswim and all its pyrotechnics.

    Entry points on TZA? Without lights blinking, I just enter the order and quietly and calmly it is filled.

    But the question about sample size remains. I wish I could backtest this, but like many things in life I/we are out there alone at the point of making an order...
    Last edited by nickola.pazderic; 09-01-2011 at 12:58 PM.

  2. #2
    Quote Originally Posted by nickola.pazderic View Post
    I have the answer to volatility and HFT: don't watch the screen!

    Once again I can naively report that my grandpa account at Vanguard is completely out performing Thinkorswim and all its pyrotechnics.

    Entry points on TZA? Without lights blinking, I just enter the order and quietly and calmly it is filled.

    But the question about sample size remains. I wish I could backtest this, but like many things in life I/we are out there alone at the point of making an order...
    I/we are out there alone at the point of making an order ---- and without the support of The Robot yet !!!!

    Trev

  3. #3
    Join Date
    Dec 1969
    Location
    Vienna, Virginia
    Posts
    603
    Quote Originally Posted by nickola.pazderic View Post
    But the question about sample size remains. I wish I could backtest this, but like many things in life I/we are out there alone at the point of making an order...
    Sample size of what ...?

    What exactly would you like to backtest?

    Regards,

    pgd

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