Search found 4 matches
- Tue Dec 28, 2004 12:54 pm
- Forum: Testing and Simulation
- Topic: How Do YOU Simulate?
- Replies: 7
- Views: 7356
TradeStation
Ive been using TradeStation for years now and i think its wonderful. I particularly like the lights flashing when Im trading. :twisted: With Tradestation its also nice that i am able to override my signals when my experience dictates it. I am also dabbling with Wealthlab as it has a TON of indicator...
- Thu Dec 09, 2004 10:04 am
- Forum: Money Management
- Topic: VaR
- Replies: 21
- Views: 22904
I think that people don't like to understand that 1 in 20 happens all the time, so they make it a stand in for a stress test/worst case loss. For example, this very smart person points to the loss for a particular strategy during the Russian crisis as exceeding VAR. Doh!!! Yes!!!. exactly...most pa...
- Tue Dec 07, 2004 12:19 pm
- Forum: Money Management
- Topic: VaR
- Replies: 21
- Views: 22904
Any type of measurement that assumes a normal distribution ie: VaR, Sharpe, correlation is faulty if its application is in data that do not come even close to exhibiting a normal distribution. Claiming to extract profits from the market from its non-random behavior then simultaneously use Gaussian-b...
- Tue Oct 19, 2004 12:22 pm
- Forum: Testing and Simulation
- Topic: Data tools to build continuous futures eod data?
- Replies: 9
- Views: 9200