Search found 7 matches

by trender41
Fri Jan 10, 2014 10:39 am
Forum: Testing and Simulation
Topic: S&P futures data before 1996
Replies: 1
Views: 2531

S&P futures data before 1996

Hi - I'd like to plug in more historical data for S&P futures than what currently exists in blox. Do i need to do that on my own with a separate software, or can someone share a file in the correct format for me to upload? Thanks for any guidance!
by trender41
Wed Feb 15, 2012 12:21 pm
Forum: Testing and Simulation
Topic: Sharpe Versus Annual Sharpe
Replies: 7
Views: 2200

Thanks! in the Standard Output in Blox, I am wondering what the differences are between modified sharpe and annualized sharpe? Obviously if you use less data points in the annualized, you get a different standard deviation, but in the manual it states that the modified also uses annualized data. jus...
by trender41
Mon Feb 13, 2012 4:52 pm
Forum: Testing and Simulation
Topic: Sharpe Versus Annual Sharpe
Replies: 7
Views: 2200

Sharpe Versus Annual Sharpe

can someone please explain the difference? also, why is the annual sharpe sometime lower and sometime higher?

if so, can you do so with #'s, real of fake.

thanks!
by trender41
Sun Apr 10, 2011 9:55 am
Forum: Stocks
Topic: ilYzyPKPwhICaq
Replies: 88
Views: 78096

AFJ, Thanks! as I mentioned on a different thread, I have worked at mutual fund and a hedge fund, both deep fundamental. However, after months and months of selling the idea, I convinced the team to use DMA's to overlay over the market to better understand risk. That was it, I was sold and now I am ...
by trender41
Sun Apr 10, 2011 9:39 am
Forum: Stocks
Topic: ilYzyPKPwhICaq
Replies: 88
Views: 78096

when you guys all looked at stocks, did u use only the TB universe? or did you add data?
by trender41
Sun Apr 10, 2011 9:21 am
Forum: Testing and Simulation
Topic: Dead Turtles
Replies: 92
Views: 70150

thank you so much! Is it possible to get a list of books that you and the "pros" here recommend? I think that would be a useful start. Thanks again.
by trender41
Sat Apr 09, 2011 2:19 pm
Forum: Testing and Simulation
Topic: Dead Turtles
Replies: 92
Views: 70150

Your Book

This is a solid thread, what book is your book? I would love to learn more. I am relatively new to systems trading and need a lot of help. Though I am an experienced investor having worked at a mutual fund and hedge fund. This approach is, simply put, better. But I am having a difficult time replica...