Search found 5 matches

by d-b
Thu Aug 19, 2004 11:40 am
Forum: Testing and Simulation
Topic: Calling all Access and Excel experts!
Replies: 11
Views: 6462

Hi, As a fellow grappler with Excel, albeit several years ago now, your questions brought many memories flooding back. In my humble opinion, the short answer to your dilemma is stop now! While I applaud your attempts to find answers systematically, I firmly believe you are asking too much of the too...
by d-b
Mon Jan 05, 2004 7:53 am
Forum: Testing and Simulation
Topic: Optimizing with Veritrader? 19billion!
Replies: 9
Views: 4523

First, thanks Erwin for raising this issue, the subject of “when do we have a large enough sample?â€
by d-b
Wed Dec 24, 2003 5:07 am
Forum: Money Management
Topic: negative correlation
Replies: 6
Views: 6092

William,

The distinction you make is valid. According to your definitions, the same system trading two markets which are “un-correlatedâ€
by d-b
Tue Dec 23, 2003 3:53 pm
Forum: Money Management
Topic: negative correlation
Replies: 6
Views: 6092

Chris, By long term negative correlation, I take it you are calculating correlation in terms of price movement. I think it depends on how we measure correlation. As far as it is valuable to us as traders, I think correlation should be considered in terms of the likelihood of the outcomes of trades i...
by d-b
Mon May 05, 2003 9:42 am
Forum: Trader Psychology
Topic: I Hate Myself
Replies: 19
Views: 19151

I’ve read some serious wisdom in this thread. For my part, I used a literal time divide to separate the trading and development disciplines. Trading the US futures markets in London allowed me to spend the morning analysing the previous day’s price action and placing my trades and the afternoon ...