Search found 14 matches
- Sun Dec 14, 2008 10:33 pm
- Forum: Money Management
- Topic: Quant/Quant-Discretionary Trading Dilemma
- Replies: 14
- Views: 12388
Thanks, sluggo for sharing. To clarify/add to my previous points. Research is never ending..... and research can at times after lots of effort surprise us in its findings.......so perhaps what I meant to say is: research is not an immediate solution to my problem...and even if it can solve my proble...
- Sun Dec 14, 2008 10:16 pm
- Forum: Money Management
- Topic: Quant/Quant-Discretionary Trading Dilemma
- Replies: 14
- Views: 12388
- Sat Dec 13, 2008 3:01 am
- Forum: Money Management
- Topic: Quant/Quant-Discretionary Trading Dilemma
- Replies: 14
- Views: 12388
- Fri Dec 12, 2008 5:17 pm
- Forum: Money Management
- Topic: Quant/Quant-Discretionary Trading Dilemma
- Replies: 14
- Views: 12388
Quant/Quant-Discretionary Trading Dilemma
I have a fully developed and back-tested multi-market multi-strategy quantitative trading program that I have near 100% confidence in.
Additionally, I have a quantitative strategy with a substantial discretionary overlay, let say 70% quantitative, 30% discretionary. This “overlayâ€
Additionally, I have a quantitative strategy with a substantial discretionary overlay, let say 70% quantitative, 30% discretionary. This “overlayâ€
- Wed Oct 29, 2008 7:04 pm
- Forum: Data Providers and other non testing software
- Topic: EOD Data with true electronic close
- Replies: 3
- Views: 4122
EOD Data with true electronic close
Where can I get EOD data with true electronic close prices for FX, interest rate, metals & energy markets. The FX and Interest Rate markets trade to 5pm EST; however,CSI and all the data vendors I am aware of use the settlement price set by the exchange which is the 3pm closing/settlement proce....
- Fri Jul 04, 2008 5:43 pm
- Forum: Testing Software
- Topic: Sorting Custom Arrays
- Replies: 6
- Views: 8787
- Fri Jul 04, 2008 4:40 pm
- Forum: Testing Software
- Topic: Sorting Custom Arrays
- Replies: 6
- Views: 8787
Thanks sluggo, while I don't have access to the Customer site... I see that you are a tremednous resource to the tBB community. I am NOT a prficient C coder. Do you have a code example I can directly use in TBB. I am considering purchasing TBB, but given the limited 7 day trial window, I want to be ...
- Fri Jul 04, 2008 3:28 pm
- Forum: Testing Software
- Topic: Sorting Custom Arrays
- Replies: 6
- Views: 8787
Sorting Custom Arrays
Hello, I understand that TBB does not have a inbuilt function for sorting custom arrays.
Have any of you found a workaround i.e. a custom created TBB function/script to sort your custom arrays since there is no TBB inbuilt sort array function?
Thanks for your help.
Have any of you found a workaround i.e. a custom created TBB function/script to sort your custom arrays since there is no TBB inbuilt sort array function?
Thanks for your help.
- Fri May 02, 2008 11:07 am
- Forum: Testing and Simulation
- Topic: Estimating Volume Limits & Trading Capacity
- Replies: 2
- Views: 3566
Estimating Volume Limits & Trading Capacity
A salient issue in system development is the twin issue of realistic volume limits and trading capacity; that is: 1. How much volume can you trade in a particular market and 2. Given the above for each of the markets in your portfolio what is the maximum asset capacity for your trading strategy. The...
- Thu Apr 03, 2008 11:44 pm
- Forum: Testing Software
- Topic: Monthly Bars
- Replies: 1
- Views: 4981
MonthlyBar Data Elements
Are there monthlybar data elements available in TBB similar to the Weekly elements e.g. MonthlyHigh, Monthly Low, etc
- Sun Jan 27, 2008 1:51 pm
- Forum: Futures Markets
- Topic: CSI and globex... POLL please vote
- Replies: 1
- Views: 3017
- Fri Jan 25, 2008 8:28 am
- Forum: Testing and Simulation
- Topic: Trading Systems Robustness & Market Structure
- Replies: 1
- Views: 2969
Trading Systems Robustness & Market Structure
Trading Systems Robustness & Market Structure It is commonly agreed that the measures of a robust trading system are: 1. Common sense and valid underlying logic. 2. Identical parameters, rules for all markets 3. Consistent profitable performance across multiple markets in multiple market complex...
- Fri Aug 19, 2005 7:35 pm
- Forum: Money Management
- Topic: Performance analytics Software
- Replies: 0
- Views: 4177
Performance analytics Software
Anyone aware of software that can peform analytics on your trading history - i.e. generate the kind of performance statistics generated by a system backtester for real-time trading on a walk-forward basis?
Thx.
Thx.
- Mon Aug 15, 2005 12:47 pm
- Forum: Money Management
- Topic: Leverage, Margn-to-Equity ratio, Risk Measures 4 MACRO Fund
- Replies: 0
- Views: 3858
Leverage, Margn-to-Equity ratio, Risk Measures 4 MACRO Fund
Hello Friends, What are your views on the use of leverage factor an/or Margin-to-Equity ratio for Macro funds trading in futures, forex, and FX/ Is one preferred to the other? Is one more accurate than the other? Is there a consistent way to calculate leverage? For example in calculating notional va...