Search found 4 matches
- Tue Apr 03, 2007 8:25 am
- Forum: Testing and Simulation
- Topic: Trendfollowing applied to asset allocation
- Replies: 8
- Views: 7824
Hi, I have followed your updates in this thread and studied your spreadsheet. Good work and thank you for sharing it. I also enjoyed the finance article - easier maths than usual. This shows again that momentum is a good performing indicator and in particular in curtailing the worst drawdown during ...
- Sat Mar 03, 2007 8:16 pm
- Forum: Testing and Simulation
- Topic: Hypothetical Slippage and Fees
- Replies: 2
- Views: 4629
They have done their homework and have achieved accurate and conservative simulations. I consider 90% correlation to be very high. They are using $75 per trade for slippage and commission for all instruments and considers it the most important variable costs. They could be able to get even more real...
- Mon Feb 12, 2007 7:25 am
- Forum: Testing and Simulation
- Topic: Anybody using Quad Core Machine for testing
- Replies: 28
- Views: 26078
It is thrilling to hear that a future release of Trading Blox will support multiple cores and 64-bit processing. Here is an IT industry article about multiple cores which could be of interest to readers of this thread: http://www.businessweek.com/technology/content/feb2007/tc20070211_730122.htm?chan...
- Sun Jan 21, 2007 5:25 pm
- Forum: Testing and Simulation
- Topic: Anybody using Quad Core Machine for testing
- Replies: 28
- Views: 26078