Search found 4 matches

by Javelin
Thu Oct 06, 2005 11:05 pm
Forum: Testing and Simulation
Topic: Ed Seykota
Replies: 2
Views: 4601

That's good to hear. I used to follow that site, but found myself having less and less time to wade through the myriad cryptic remarks and partial statements. It would be nice to see the discussions of trading to balance the psychobabble, not that that's a bad thing.
J
by Javelin
Sun Aug 15, 2004 12:41 pm
Forum: Money Management
Topic: how your system handles price shocks, outliers, black swans?
Replies: 1
Views: 3622

By definition, I don't think there is anything in particular that can guard against a true price shock, black swan type of event. Stops will help in an orderly market, but a true shock will likely gap beyond your stop. Then you need to have thought about how to handle this scenario...out at the open...
by Javelin
Mon Jun 21, 2004 8:43 pm
Forum: Testing and Simulation
Topic: Which data to use?
Replies: 3
Views: 4427

I'm curious what constitutes acceptable agreement between realtime and simulated results.

What are y'all using as criteria to accept/reject the realtime tracking of the simulated account?

Thanks,
J
by Javelin
Wed Dec 17, 2003 6:59 pm
Forum: Money Management
Topic: Correlation
Replies: 19
Views: 16371

Kianti,
Could you point to a source for more info on Seykota's trade window duration? Thanks.
As I learn more about correlation/diversification, I find that the meaning of a smooth equity curve takes on more depth. Very interesting subject.
J