Search found 4 matches

by mc
Tue Apr 03, 2007 8:25 am
Forum: Testing and Simulation
Topic: Trendfollowing applied to asset allocation
Replies: 8
Views: 7822

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 ...
by mc
Sat Mar 03, 2007 8:16 pm
Forum: Testing and Simulation
Topic: Hypothetical Slippage and Fees
Replies: 2
Views: 4628

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...
by mc
Mon Feb 12, 2007 7:25 am
Forum: Testing and Simulation
Topic: Anybody using Quad Core Machine for testing
Replies: 28
Views: 26040

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...
by mc
Sun Jan 21, 2007 5:25 pm
Forum: Testing and Simulation
Topic: Anybody using Quad Core Machine for testing
Replies: 28
Views: 26040

Just a thought - can anything be done on the compiler side (32 or 64-bit) to introduce multi-threading in Trading Blox, especially any easy changes?