Search found 7 matches
- Fri Jan 10, 2014 10:39 am
- Forum: Testing and Simulation
- Topic: S&P futures data before 1996
- Replies: 1
- Views: 3417
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!
- Wed Feb 15, 2012 12:21 pm
- Forum: Testing and Simulation
- Topic: Sharpe Versus Annual Sharpe
- Replies: 7
- Views: 4759
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...
- Mon Feb 13, 2012 4:52 pm
- Forum: Testing and Simulation
- Topic: Sharpe Versus Annual Sharpe
- Replies: 7
- Views: 4759
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!
if so, can you do so with #'s, real of fake.
thanks!
- Sun Apr 10, 2011 9:55 am
- Forum: Stocks
- Topic: ilYzyPKPwhICaq
- Replies: 88
- Views: 117378
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 ...
- Sun Apr 10, 2011 9:39 am
- Forum: Stocks
- Topic: ilYzyPKPwhICaq
- Replies: 88
- Views: 117378
- Sun Apr 10, 2011 9:21 am
- Forum: Testing and Simulation
- Topic: Dead Turtles
- Replies: 92
- Views: 98078
- Sat Apr 09, 2011 2:19 pm
- Forum: Testing and Simulation
- Topic: Dead Turtles
- Replies: 92
- Views: 98078
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...