Thursday, December 8, 2011

Barry Ritholtz Trading Rules, Aphorisms & Books

http://www.ritholtz.com/blog/2011/12/trading-rules-aphorisms-books-updated/?utm_source=feedburner&utm_medium=email&utm_campaign=Feed%3A+TheBigPicture+%28The+Big+Picture%29

1 comment:

  1. "Buy TNA risking 6% when 5 day ratio is above 2 with FTD and sell when 10 day ratio falls below 2 and short TNA risking the same 6%. Take 50% profit on the long side when hit 20% profit target and let the rest run. on the short side take 50% profit when hit 10% target and let the rest run until the mm signal turns. use stop loss with 14 days ATR 1.5 to position size. don't listen to economic data, just follow MM 5 day and 10 days"

    Sorry to refer to an old post but would you please expand on what 5day and 10day ratios are and what FTD is. Also are MM 5days and 10days the same thing as 5day and 10day ratios.
    Thanks

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