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by WAI
Fri Dec 03, 2004 8:52 am
Forum: Testing and Simulation
Topic: By What Measure? - How do You Know if a System is Good?
Replies: 84
Views: 100787

And so a different approach was required... (from Albourne VIllage) Fortune Press Release - Markets Wizards ranked in top 20% after first 3 years posted by fortune on Monday 29 Nov 2004 05:37 MET The Market Wizards Fund www.marketwizardsfund.com, the flagship fund of funds offering of hedge fund adv...
by WAI
Thu Feb 05, 2004 7:53 am
Forum: Money Management
Topic: Accuracy of worst drawdown
Replies: 10
Views: 11876

While on the subject of drawdowns, how does one measure (project?) one's "uncle" point ? Isn't establishing a system "stop" in advance of trading a new model an absolute pre-requisite ? Any general "rule of thumb" employed - twice the worst casee simulated dd, for examp...

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