Search found 17 matches

by Jimmy
Wed Sep 08, 2004 10:30 am
Forum: Testing and Simulation
Topic: Reuters in ASCII (split from another post)
Replies: 2
Views: 2652

Thanks, Vegas. Your reply is very helpful.
by Jimmy
Mon Sep 06, 2004 8:26 am
Forum: Testing and Simulation
Topic: Reuters in ASCII (split from another post)
Replies: 2
Views: 2652

Reuters DataLink

Is it possible to download data through Reuters DataLink in ASCII format? I'm assuming that if I can download it in ASCII, I will be able to use other charting packages besides MetaStock. I've emailed their sales department, but I figured I'd get a quicker response from this forum :D . Thanks in adv...
by Jimmy
Sun Nov 09, 2003 9:43 am
Forum: Testing and Simulation
Topic: Interesting test results (for a budding tester at least)
Replies: 5
Views: 5594

Louis,

Thank you for the catch! A friend noted the same issue to me a day after I posted my message. I was so quick to press the "submit" button after I saw the results that I didn't stop to meditate over why the results were the way they were...human error on my part. :oops:

Thanks again,
Jimmy
by Jimmy
Fri Nov 07, 2003 1:34 pm
Forum: Testing and Simulation
Topic: Interesting test results (for a budding tester at least)
Replies: 5
Views: 5594

Interesting test results (for a budding tester at least)

In testing a set of parameters recently for a medium-term trend following system, I was interested to see the robustness of the system tested over various time periods. Little did I know that I would end up learning an interesting lesson from this little exercise. Please read on to see if you have s...
by Jimmy
Fri Jul 18, 2003 2:59 pm
Forum: Trader Psychology
Topic: poll for character/temperament types
Replies: 35
Views: 44366

I find it interesting that 50% of 14 people who've responded thus far are INTJ's. According to The Matrix that redbullpeter posted and the Please Understand Me book, only 1% of the population fall under this category. I'm happy to learn that my tennis hero growing up, Arthur Ashe, also falls under t...
by Jimmy
Wed Jul 16, 2003 8:49 am
Forum: Trader Psychology
Topic: Please Understand Me: Character and Temperament Types
Replies: 21
Views: 20098

Just finished the book and it’s interesting to see how my temperament/personality traits have changed through different phases of my life. Prior to this reading, I took the Myers-Briggs twice, once during my senior year in high school and the other time just prior to graduation from college. At th...
by Jimmy
Mon Jun 02, 2003 2:49 pm
Forum: Forex
Topic: VeriTrade Turtle Edition with Forex?
Replies: 7
Views: 7636

Forex data vendor

I searched all over the web for historical forex data. I ended up going with Troy at OOWDG (www.oowdg.com), who was able to provide me with end of day data from Reuters even though his website did not state that he provides this data. Troy was extremely helpful in my search and a pleasure to work wi...
by Jimmy
Wed May 21, 2003 2:25 pm
Forum: Testing and Simulation
Topic: By What Measure? - How do You Know if a System is Good?
Replies: 83
Views: 75245

Is there a metric for measuring consistency of a system? I seem to remember a trader in Market Wizards 2 that implied on his business card that he expected 20+% returns with 95% confidence. This is a pretty incredible ascertion to say the least. After analyzing the results posted on the VeriTrader w...
by Jimmy
Wed Apr 30, 2003 8:01 pm
Forum: Forex
Topic: Forex Basics
Replies: 21
Views: 19911

Damian, In your first post on this thread on 4/17, you stated: - can be margin traded.... you can select the leverage to a certain degree. Excuse the ignorant question, but will you please elaborate on this for me? I'm not sure exaclty what this means. If you feel up to it, an example would be reall...
by Jimmy
Wed Apr 30, 2003 9:36 am
Forum: Testing and Simulation
Topic: Steps in evaluating/testing a system
Replies: 13
Views: 7769

Incredible! Thanks to everyone for their comments! It's like c.f. opened the flood gates and everyone's great ideas just started gushing out...now, picture me as a sponge at the end of this flow of information absorbing as much as I can. I've read each response to my inquiry numerous times and I'm s...
by Jimmy
Tue Apr 29, 2003 8:54 pm
Forum: Testing and Simulation
Topic: Steps in evaluating/testing a system
Replies: 13
Views: 7769

Thanks, c.f.! I appreciate the thorough response. I realize it is a tough question and everyone has their own unique methods for testing systems. I just wanted to ensure that I wasn't grossly out of line when I am testing different systems.
by Jimmy
Mon Apr 28, 2003 6:51 pm
Forum: Testing and Simulation
Topic: Steps in evaluating/testing a system
Replies: 13
Views: 7769

Steps in evaluating/testing a system

Hi all, I'd appreciate everyone's comments on the necessary steps to fully test a system. Assuming I have accurate end of day futures data for the last 20 years and I'd like to test a long term trend following system, here are the steps I think I need to walk through... 1) test base system and asses...
by Jimmy
Fri Apr 25, 2003 2:47 pm
Forum: Trader Psychology
Topic: What motivates us???
Replies: 8
Views: 8680

There are a number of different factors that motivate me towards a life in trading, but here are the top 2: 1) Trading is a never ending learning process. Having been turned off by prior work experiences where I quickly became bored, the challenge of mastering (well, understanding at first…baby st...
by Jimmy
Sun Apr 20, 2003 10:46 am
Forum: Testing and Simulation
Topic: Long Term vs. Short Term Strategies
Replies: 8
Views: 7148

Long Term vs. Short Term Strategies

Hi all, It is apparent from different posts that some people are mixing long term and short term trading systems to diversify and smooth out equity curves. This seems like a very interesting concept that I would like to understand further. As a person still at the beginning of my trading learning cu...
by Jimmy
Thu Apr 17, 2003 2:53 pm
Forum: Testing and Simulation
Topic: Portfolio Selection
Replies: 57
Views: 52318

Karakoram, Thanks for the catch as well as the suggestions relative to starting with a small account. It's been a few years since my quant education, so I appreciate the clarifying comments regarding range of correlation. I also agree with your comments about the incorrect assumptions made by PMs in...
by Jimmy
Thu Apr 17, 2003 12:35 pm
Forum: Testing and Simulation
Topic: Portfolio Selection
Replies: 57
Views: 52318

How is everyone defining correlation? Do you eyeball returns to determine whether stocks/futures/markets are correlated or are you actually calculating the correlation ranging from -1 to +1 using historical variance and standard deviation of returns? I'm curious because in classical portfolio manage...
by Jimmy
Wed Apr 16, 2003 11:11 pm
Forum: Money Management
Topic: What's the best way to learn about Money Management
Replies: 9
Views: 10315

Position Sizing vs. Money Mgmt

Hi George, It's nice to see another beginner on the board. I too am new to trading, but here's my cut at explaining the difference between position sizing and money management. Position sizing = Decision about how much to buy or sell at the entry of your trade. The key here is to keep your bet size ...