Search found 94 matches
- Mon Dec 20, 2004 12:31 pm
- Forum: Testing and Simulation
- Topic: By What Measure? - How do You Know if a System is Good?
- Replies: 84
- Views: 104028
The guys that you are looking at (Campbell, Dunn, JWH, Eckhardt) seem all to be LTTF type of guys. IMHO, Long Term traders are a different breed then Short Term traders. Take a look at Toby Crabel, his record is ~12 years and his real time MAR is >2. I don’t classify traders as style, but in time ...
- Sat Dec 18, 2004 12:26 pm
- Forum: Testing and Simulation
- Topic: By What Measure? - How do You Know if a System is Good?
- Replies: 84
- Views: 104028
Optimization is in every aspect of our lives. When we make a choice of yes or no … we have optimized based on analysis or feel, or maybe our negative impulses. It’s just like the people we are attracted to…we are optimizing our desires our wants and needs. And that will decide if we are happil...
- Fri Dec 03, 2004 11:19 am
- Forum: Trader Psychology
- Topic: Cross roads..
- Replies: 3
- Views: 7384
Cross roads..
I recently received an email from a distressed acquaintance, which lead me to this pondering/response. I thought I would share it with the forum.
Life is like cruising on a highway. Sometimes, we find ourselves on an “exit onlyâ€
Life is like cruising on a highway. Sometimes, we find ourselves on an “exit onlyâ€
- Mon Aug 09, 2004 11:53 pm
- Forum: Testing and Simulation
- Topic: Ideal Timing for Large Lump Sum Investment
- Replies: 8
- Views: 7958
Yes.. the Basso report… I remember that one. The survivorship bias IMHO is the big downside to that study. But if you have done studies in position sizing, you will make note that one of the edges you will get by trading a fixed fraction or anything like that is you are subsidizing the markets in ...
- Thu Aug 05, 2004 9:09 pm
- Forum: Brokers
- Topic: My broker recommendation
- Replies: 1
- Views: 5270
My broker recommendation
Hi All- I've received a number of emails in the past from members of this forum asking me for a Brokerage recommendation. I've checked with c.f. and as I have no financial interest in this recommendation I can post it here in this section. My relationship with Doug Witter ( DWitter@refco.com ) is ov...
- Sun Jun 06, 2004 10:20 pm
- Forum: Testing and Simulation
- Topic: More Rolling Algorthym Problems - HELP !!!
- Replies: 2
- Views: 4641
- Fri Oct 10, 2003 3:26 pm
- Forum: Trader Psychology
- Topic: A forum of your own to keep the stress down?
- Replies: 4
- Views: 7783
Hi RedBull- Nothing beats experience to find the pros and cons of things.. thanks for the info.. I have personally set up the phpBB forum on a website, so I'm all taken care of. I hope others will consider doing something like this as it (IMHO) is a wonderful way to organize your thoughts. And from ...
- Mon Oct 06, 2003 1:05 pm
- Forum: Trader Psychology
- Topic: A forum of your own to keep the stress down?
- Replies: 4
- Views: 7783
- Mon Oct 06, 2003 2:23 am
- Forum: Trader Psychology
- Topic: A forum of your own to keep the stress down?
- Replies: 4
- Views: 7783
A forum of your own to keep the stress down?
As the more efficient we are, the easier things flow.. it makes sense to try to be more efficient. Setting up a forum like this one for your personal consumption just might make things easier. I’m sure I’m like everyone else, the todo list keeps growing and growing and a few things fall through ...
- Mon Sep 29, 2003 12:43 am
- Forum: Testing and Simulation
- Topic: System Diversification
- Replies: 11
- Views: 10546
Hi Kiwi- So: does anyone want to answer the question - why might all of Keith's systems be failing at the same time? For what it is worth, I know nothing about Keith and his systems beyond what I have read on the forums…But I will give you a quick answer to your question. IMHO, the answer to why K...
- Fri Sep 26, 2003 10:21 am
- Forum: Testing and Simulation
- Topic: It’s all about: Accumulation and Compounding
- Replies: 2
- Views: 4502
It’s all about: Accumulation and Compounding
Following is a non-trading example of what trading is all about.
http://moneycentral.msn.com/content/Ret ... P60708.asp
Gordon
http://moneycentral.msn.com/content/Ret ... P60708.asp
Gordon
- Sat Sep 20, 2003 1:29 am
- Forum: Forex
- Topic: Backtesting and Accounting for Carry
- Replies: 17
- Views: 24955
If you trade longer term this actually does make a difference. The current interest charge for a 1 lot GBP/USD spot position is roughly $10 a day -- for a 2 lot position held for 4 months this adds up to 10 X 2 X 120 = $2400. Pretty significant extra profit or slippage to take into account. Another...
- Fri Sep 19, 2003 10:20 pm
- Forum: Testing and Simulation
- Topic: ATR Value
- Replies: 56
- Views: 52564
In my example, market risk is always 1ATR/Close, period-that will always denote true market volatility to me. Just a friendly reminder to everyone who wants to test something like 1 ATR/ Close ... Don't use continuous contracts when you do it! Use actual contracts, as that is the only way you will ...
- Fri Sep 19, 2003 4:44 pm
- Forum: Testing and Simulation
- Topic: ATR Value
- Replies: 56
- Views: 52564
The Problems of Induction I don’t see this so much as a problem, but more of an issue of our perceptions. In my book, Ed Seykota was right when he said, Everyone gets what they want. From scientists, to teachers, to traders and everything and everyone else in between, we all have biases that draw...
- Wed Sep 17, 2003 12:24 pm
- Forum: Testing and Simulation
- Topic: By What Measure? - How do You Know if a System is Good?
- Replies: 84
- Views: 104028
Hi MT- I came across a headline earlier today that I think also shows your point. Breast Implants Linked to Suicides Increased Suicide Risk Shown Among Women Who Get Breast Implants http://content.health.msn.com/content/article/73/88985.htm When I first read the headline, what came of my mind is the...
- Tue Sep 16, 2003 3:12 pm
- Forum: Trader Psychology
- Topic: Which is harder for you folks?
- Replies: 9
- Views: 10758
Hi Sean- A few months ago I recall a couple of posts with/by Damian that kinda applies to your situation. After reading one of Damian’s posts I went to the book store and on table next to me was a book called.. Don't send a resume. http://www.amazon.com/exec/obidos/tg/detail/-/0786865962/qid=10637...
- Tue Sep 16, 2003 12:46 am
- Forum: Trader Psychology
- Topic: Which is harder for you folks?
- Replies: 9
- Views: 10758
- Sat Sep 13, 2003 10:33 pm
- Forum: Trader Psychology
- Topic: Which is harder for you folks?
- Replies: 9
- Views: 10758
This would be a great poll question! I believe it is also the unlearning. But I think you can actually use this belief to your benefit. It shows you why it is so important to try to make the right decisions in the first place. From the folks you deal with outside the arena of trading to the ones ins...
- Sat Sep 13, 2003 11:17 am
- Forum: Trader Psychology
- Topic: How do you handle a huge drawdown?
- Replies: 8
- Views: 11423
- Thu Sep 11, 2003 11:03 am
- Forum: Testing and Simulation
- Topic: Historical Data
- Replies: 31
- Views: 33726
Following is a link to a very good example of checking the data integrity prior to testing with that data. https://www.tradestationworld.com/discussions/topic.asp?TOPIC_ID=16540 A user from the TradeStation forum ran a series of tests on the new stock data that they just introduced. I believe the us...