Search found 63 matches

by Asamat
Sat Nov 26, 2011 1:37 pm
Forum: Money Management
Topic: Preparing for the Demise of the Euro
Replies: 20
Views: 13586

I disagree with your assessment. Mrs Merkel will not want to be the politician which let's the Euro unravel. Nor anybody else. Europe is too valuable for that to happen (and I don't mean any monetary value). She is using threats to influence the behaviour of the other governments. That will go on f...
by Asamat
Sat Nov 26, 2011 1:21 pm
Forum: Money Management
Topic: Preparing for the Demise of the Euro
Replies: 20
Views: 13586

Re: Preparing for the Demise of the Euro

One scenario being actively discussed is that countries will leave the Euro ... This will not happen. It is not in a broke country's interest to do so, as numerous studies show. So why should they choose to? This might be difficult to explain to a mob of people in case you want to go for a referend...
by Asamat
Mon May 10, 2010 5:52 pm
Forum: Testing and Simulation
Topic: Black swan
Replies: 43
Views: 12158

However - coming back to the title of the thread - a black swan is not simply a big move or an unexpected move. It is something that before it happened was nearly or totally unthinkable, but which after the fact is so obvious that everybody fools himself into thinking it was to be expected before it...
by Asamat
Fri Jan 22, 2010 4:51 pm
Forum: Data Providers and other non testing software
Topic: CSI Download Problems UA 2.9.3
Replies: 18
Views: 8287

Same with me as DMFord tells. My signature arrived a few days too late per snail mail from Europe. So they cut my access. Problem solved after mailing with them.

I'm using 2.10.7.9 for months now without a single problem.
by Asamat
Wed Jan 20, 2010 4:56 am
Forum: Data Providers and other non testing software
Topic: CSI Download Problems UA 2.9.3
Replies: 18
Views: 8287

Re: CSI Download Problems UA 2.9.3

I've got the same message (again):
ErrorCmpDailyMessage
Invalid Request, please try again
both yesterday night and this morning European time.

Anybody else? Does it work for you?

Thanks,
Asamat
by Asamat
Fri Jan 15, 2010 4:57 pm
Forum: Custom C++ or Java Platforms
Topic: What's your favorite programming platform?
Replies: 15
Views: 25917

My package of solutions for some of your points include: - Eclipse as IDE (unsurpassed in my opinion) - java as language - Open Office calc as spreadsheet - mySQL + Squirrel as DB You get all that on the web, no license costs. For a new language to learn either java or C# are the only candidates, IM...
by Asamat
Mon Dec 14, 2009 3:50 pm
Forum: Testing and Simulation
Topic: Quantification of system robustness
Replies: 27
Views: 12611

Errors, Robustness, and The Fourth Quadrant[/url] I found the first book of Taleb (Fooled by Randomness) valuable, use- and thoughtful. I made it only half through this one (The Black Swan), since it quickly degenerated into useless, redundant tirades against one single theme, namely the misuse of ...
by Asamat
Sat Dec 05, 2009 8:54 am
Forum: Futures Markets
Topic: Got gold?
Replies: 11
Views: 6467

I never understood why people bother to distinguish between different types of moving averages, in the context of building systems which should be stable over decades. If the system is robust and uses one of them, it should work with any of them. If it only works with one and not the other, I would ...
by Asamat
Sat Dec 05, 2009 8:41 am
Forum: Money Management
Topic: Where have all the sharpe ratios over 1 gone?
Replies: 3
Views: 3502

Maybe there are no entries in the circle at all (in 2009, after this decade).
by Asamat
Mon Nov 02, 2009 4:12 pm
Forum: Testing and Simulation
Topic: R-Cubed
Replies: 4
Views: 2796

corvus wrote:Why stop there? Why not Robust Sortino?
What for?

I need some measures to compare systems and parameter settings. They have to be few in number, simple and robust.

I don't use most of the measures with the fancy names, where I have to look up the definition time and again.
by Asamat
Fri Sep 25, 2009 10:28 am
Forum: Testing and Simulation
Topic: cfd's
Replies: 15
Views: 8480

I'm using WHS selfinvest, a Luxemburg based CFD broker, for a few months now. I find them a serious business, and perfectly suited for trendfollowing (or other long-term strategies). They answered all my mails on the same or the next business day with good answers. WHS selfinvest is IB for GFT-UK. C...
by Asamat
Thu Sep 03, 2009 2:49 pm
Forum: Testing and Simulation
Topic: Exits not more important than entries?
Replies: 7
Views: 4341

In the end, I think it is useless to try to disassemble a system in separate pieces like entries, exits, portfolio choice, MM, ... The pieces are not sufficiently independent in order to learn much from that. The system as a whole works, but asking whether it works because of the entries, because of...
by Asamat
Tue Aug 25, 2009 12:08 pm
Forum: Testing and Simulation
Topic: Interesting Equity Curve
Replies: 9
Views: 5137

Hi levijean,

any update on this? Did you follow how the past eight months would have been?

Regards,
Asamat
by Asamat
Tue Aug 18, 2009 4:30 am
Forum: Testing and Simulation
Topic: R-Cubed
Replies: 4
Views: 2796

As alway, Sluggo, you have a point. Still, I agree with levijean. R-cubed sometimes changes rather a lot, just because the length component changed a lot, while all other characteristic numbers are very similar. Therefore I now use both numbers, but I rely more on the ratio levijean mentioned. I cal...
by Asamat
Fri Jul 17, 2009 1:45 pm
Forum: Testing and Simulation
Topic: Is the built-in Donchian system too good to be true?
Replies: 24
Views: 11851

Sluggo, let me summarize:
let the brain fire the right neurons at the right time.
by Asamat
Wed Jul 08, 2009 3:39 pm
Forum: Testing and Simulation
Topic: Is the built-in Donchian system too good to be true?
Replies: 24
Views: 11851

Algonquin wrote:In my personal experience, there are definitely better systems to be discovered.
What are the better systems you suggest are possible to discover?
by Asamat
Mon Jul 06, 2009 4:32 pm
Forum: Testing and Simulation
Topic: Is the built-in Donchian system too good to be true?
Replies: 24
Views: 11851

You ask us to predict the future, don't you?

We can only tell - as you did - that in the past it worked. Also I think you will find that to run it in reality is not as easy as it seems in the backtest.
by Asamat
Tue Jun 16, 2009 12:11 pm
Forum: Testing and Simulation
Topic: margin in testing
Replies: 3
Views: 3312

Recently there was a discussion about margin levels. I think sluggo pointed out that most professionals trade at a 25% margin level or below. This was also my take from it: if you get your system right, margin-to-equity ratio will be way below 50%. In praxis probably it can't really be otherwise. A ...
by Asamat
Mon Jun 15, 2009 2:50 pm
Forum: Testing and Simulation
Topic: Question for Trading Blox users
Replies: 14
Views: 6813

I did not misunderstand what the red curve is, you made it clear in the first post. My opinion about it is stated above, basically I think the red curve is something like a derivation on the blue one. It is kind of the difference between the blue curve 5 years ahaed and the blue curve at the point t...
by Asamat
Mon Jun 15, 2009 1:53 pm
Forum: Testing and Simulation
Topic: Question for Trading Blox users
Replies: 14
Views: 6813

You can certainly act on your DD today to influence an outcome in 5 Years time? I'm sorry, but I disagree. You think you have discovered a correlation, while I think this correlation does not exist. The correlation I think you think you have discovered is the correlation between the blue and the re...