Search found 126 matches

by rabidric
Mon Mar 05, 2012 3:52 am
Forum: Testing and Simulation
Topic: annual profit target
Replies: 16
Views: 5921

i see no evidence to support your supposition in that table. Their monthly volatility appears more or less the same all through each year. I would very much doubt they have an upside target. For them, the only thing that matters is making sure their DDs don't breach 10%, as that is probably the numb...
by rabidric
Wed Feb 29, 2012 3:24 am
Forum: Testing and Simulation
Topic: Complimentary system to Trend following
Replies: 20
Views: 6973

I am sure chris would take it in the spirit intended 8)
by rabidric
Tue Feb 21, 2012 5:27 am
Forum: Testing and Simulation
Topic: Complimentary system to Trend following
Replies: 20
Views: 6973

he was short his p/l
:P
by rabidric
Thu Feb 16, 2012 5:11 am
Forum: Testing and Simulation
Topic: Sharpe Versus Annual Sharpe
Replies: 7
Views: 2226

If the UK/USA are ever in need of a" Thorough-ness Czar", you have my nomination for the job, Event!
by rabidric
Thu Feb 09, 2012 4:12 am
Forum: Trend Indicators and Signals
Topic: Transtrend way of measuring market "trendiness": T
Replies: 8
Views: 8198

looks like how most other oscillators behave- gives yiou a strong reading after the fact, which invites techniques like "after a really strong spike the mkt is overbought and you should be wary of new longs, and instead be looking to cover". but a macd or stochastics/rsi would produce something very...
by rabidric
Wed Feb 08, 2012 2:32 pm
Forum: Trend Indicators and Signals
Topic: Transtrend way of measuring market "trendiness": T
Replies: 8
Views: 8198

Macro wrote:Seems interesting, however, why would they give away such a 'measure' for free?
Because it doesn't actually tell you anything really?
by rabidric
Wed Feb 08, 2012 5:10 am
Forum: Testing and Simulation
Topic: Musings on (worthless) Past Performance
Replies: 83
Views: 21570

luckily for them... stocks are worse, and yields are in the toilet. yields, stock market returns and alternative asset management returns are all probably a lot more correlated than most investors give credit for. If the whole economic system is somehwat stagnant, then the increasing system entropy...
by rabidric
Mon Feb 06, 2012 12:03 pm
Forum: Testing and Simulation
Topic: Musings on (worthless) Past Performance
Replies: 83
Views: 21570

your paradigm seems to be LTTF. this is the trading blox forum. not the "LTTF or STFU!" forum. So kindly don't be an ass to me for endorsing another trader's efforts. just because lttf yields so-so performance figures , which incidentally i do not dispute with you, doesn't mean that people can't do ...
by rabidric
Mon Feb 06, 2012 3:19 am
Forum: Testing and Simulation
Topic: Musings on (worthless) Past Performance
Replies: 83
Views: 21570

Ahh yes, the beautiful art that can painted with the perspective of past performance…..Makes one wonder what the likes of a Picasso, Van Gogh or Dali could have created with such tools~~~ For those feeling enchanted by these museum worthy pieces START HERE ……..If it’s too late and you’ve ...
by rabidric
Mon Jan 30, 2012 9:52 am
Forum: Testing and Simulation
Topic: Musings on (worthless) Past Performance
Replies: 83
Views: 21570

chuck B is near the mark imho. regularly re-calibrate yourself to "the idiots"(a changing population, as they die out to be replaced by new idiots who think they have a better take on things) , and then fade their game.... ***AFTER THEY HAVE TIPPED THEIR HAND*** I don't know if you can see which bit...
by rabidric
Mon Jan 30, 2012 4:29 am
Forum: Testing and Simulation
Topic: Musings on (worthless) Past Performance
Replies: 83
Views: 21570

past performance tells you how well they played the most recent iteration(s) of The Game. The Game can always change it's rules faster than you can adjust them with a backward looking method. But a Game can maintain it's current rules for longer than you can bear if you try to prempt a rule change t...
by rabidric
Thu Dec 15, 2011 5:13 am
Forum: Testing and Simulation
Topic: Risk Reduction = Poor Performance ?
Replies: 7
Views: 2724

It's pistols at dawn, and you have a choice:

1. A super lightweight ceramic composite 9mm semi-automatic with a memory foam grip that moulds directly to your hand, underslung flashlight, special tungsten tipped ammo, exquisite jewel inlaid carvings on the barrel.

2. A sawn-off shotgun.
by rabidric
Thu Dec 01, 2011 6:34 am
Forum: Money Management
Topic: Is Modern Portfolio Theory Dead?
Replies: 22
Views: 14778

MPT doesn't work becaue the core assumption is that "this time" will be the same as "last time". In very long histories, patterns do repeat, hence the benefit of very long backtest windows relative to the walk forward period, but in a one for one comparison with "the last time", "this time" IS diffe...
by rabidric
Tue Nov 29, 2011 4:34 am
Forum: Money Management
Topic: Preparing for the Demise of the Euro
Replies: 20
Views: 13692

i endorse moto's thinking.
by rabidric
Fri Nov 04, 2011 1:06 pm
Forum: Testing and Simulation
Topic: Will somebody please do this research? / has anyone already?
Replies: 45
Views: 11315

@Chuck B All your posts in this thread resonate very strongly with my own thinking. I too read widely in the various fields of General Systems Theory, Complex Adaptive Systems, Evolutionary Dynamics, Heuristics, some econo-physics, theories of Warfare etc. Your idea of capacitance/inductance of pits...
by rabidric
Fri Oct 28, 2011 4:05 am
Forum: Trader Psychology
Topic: Current Market Psychology
Replies: 11
Views: 5637

You are thinking like a trader. 8)
Just don't call it too early and fight the current upward tide.
by rabidric
Fri Oct 21, 2011 3:23 am
Forum: Trader Psychology
Topic: Current Market Psychology
Replies: 11
Views: 5637

I wish one of my grandfathers had lived longer, He also had an epic lifestory, and I never had the experience, maturity and adult insight to truely discuss it and learn from him. But in addition , I would also point out, that when i mention my great-grandfather+ idea, most people do default to then ...
by rabidric
Thu Oct 20, 2011 12:15 pm
Forum: Trader Psychology
Topic: Current Market Psychology
Replies: 11
Views: 5637

"mystery" ? :wink:
by rabidric
Thu Oct 20, 2011 3:33 am
Forum: Trader Psychology
Topic: Any DON"T DO lists for trader?
Replies: 9
Views: 6072

DON'T have clients, if it is in any way avoidable...lol.
by rabidric
Wed Oct 19, 2011 11:55 am
Forum: Trader Psychology
Topic: Current Market Psychology
Replies: 11
Views: 5637

Chris , I don't know if i mentioned it to you in one of our conversations, but your "elapsed time since war" idea is similar to my "great-grandfather+" theory. We are aware of what happened in our parents generation because there are plenty of people around to preach it. Likewise, many people are ab...