Search found 12 matches

by gfullmer
Fri Oct 03, 2003 4:00 pm
Forum: Market Psychology
Topic: Concepts of behavioral finance ...
Replies: 11
Views: 19357

Very interesting. Thanks for the reference.

Instead of the American slang "Them that has gets" one might define the endownment effect as "Them that has keeps".

Glen
by gfullmer
Wed Oct 01, 2003 3:41 am
Forum: Trader Psychology
Topic: trading and poker
Replies: 8
Views: 11675

Re: trading and poker

As I was watching the 2003 ESOP on ESPN it reminded me that there is only one person Doyle (Dolly) Brunson who won the title twice (if my memory serves right). ? The fact that you see same people at the final tables or next to the final tables for a number of different tournaments indicates that th...
by gfullmer
Wed Jul 16, 2003 12:25 am
Forum: Market Psychology
Topic: Concepts of behavioral finance ...
Replies: 11
Views: 19357

In regards to "Human Nature" perhaps a little bit of behavioristic talk might be appropriate. Just like trend followers say you don't have to look at much else besides price, the behaviorists say you don't have to look at much else besides behavior. Skinner would think that Seykota's Conscience Mind...
by gfullmer
Sat Jul 12, 2003 10:30 am
Forum: Testing and Simulation
Topic: Benchmark Test Data
Replies: 15
Views: 11699

Dare I say it.... don't throw too many stones at me.... but could we use a randomly generated times series? Just throw in fatter tails and skewed distribution. And whatever you may say about prices in general. That would be a "statistical" benchmark :wink: . Jakub If you just randomized the selecti...
by gfullmer
Sat Jul 12, 2003 10:11 am
Forum: Testing and Simulation
Topic: Neural Networks
Replies: 16
Views: 10045

... Without doubt, you have to work very hard to understand and program the TT rules (and all other rules), and I believe that they have been designed to be vague, on purpose, to get the brain ticking... I hope this has been of some help. Yes, I think it has. However, I think the TT rules are very ...
by gfullmer
Sat Jul 12, 2003 10:05 am
Forum: Testing and Simulation
Topic: Neural Networks
Replies: 16
Views: 10045

Re: A different tack on NNs

Here's an idea for a slightly different use of Neural Networks: ... First, train your Neural Network on the sample data. Then reverse engineer it, and see which rules are "firing" on successful matches. ... Isn't it the same as looking at a set of trades and trying to determine the rules behind tho...
by gfullmer
Mon Jul 07, 2003 4:59 pm
Forum: Testing and Simulation
Topic: Too Good to be True?
Replies: 17
Views: 14533

[quote="Sabrinian"]I do a lot of system proto-typing in WealthLab and have coded 4 similarly “Greatâ€
by gfullmer
Mon Jul 07, 2003 3:38 pm
Forum: Testing and Simulation
Topic: Neural Networks
Replies: 16
Views: 10045

Ideally, you need to put some kind of intelligence into this search, rather than a tour de force search of all the values....I wonder..... How many parameters are we talking about? How many do you know are mutually exclusive in the way they interact with the others? A neat thing that ANNs do well i...
by gfullmer
Mon Jul 07, 2003 2:16 pm
Forum: Testing and Simulation
Topic: Neural Networks
Replies: 16
Views: 10045

This might be the route I take. Can I use the Wealth Lab scripting language like a traditional 3GL language, such as C or VB? Yes, in one sense - it is a programming language, but in another sense - no, because it is interpretive and requires their system to run. It might be a way to verify your sy...
by gfullmer
Mon Jul 07, 2003 1:59 pm
Forum: Testing and Simulation
Topic: Neural Networks
Replies: 16
Views: 10045

HI Vince, There are a number of ways that systems play that game. You can still have a rule-based system and have dynamic parameters. Wealth Lab's (wealth-lab.com) scripting language has the ability to build systems whose simulation use parameters that have a range for optimization and it basically ...
by gfullmer
Mon Jul 07, 2003 1:08 pm
Forum: Testing and Simulation
Topic: Neural Networks
Replies: 16
Views: 10045

Re: Neural Networks

Does anybody have any comments, as to the merits, of the use of neural networks in the the development and testing of dynamic trading systems? 1. All systems are neural based. That is we use real neural networks! I think you were referring to Artificial Neural Networks! ;-) 2. They are, like the ma...
by gfullmer
Mon Jul 07, 2003 9:06 am
Forum: Custom C++ or Java Platforms
Topic: What Language to Learn ? (VB / VC / C# ... or ?
Replies: 26
Views: 32542

Java, C++ and .NET stuff

Hi all, It seems that language selection might be like religion. There might be one true religion, but we all have different needs when it comes to a programming language. I am very slow to change. It took me 3-4 years before I even looked at Java. I really like it. It can do everything that I need ...