Search found 126 matches
- Fri Mar 25, 2011 11:44 am
- Forum: Testing and Simulation
- Topic: Healthy debate about subjects of testing and system optimati
- Replies: 18
- Views: 11646
- Fri Mar 25, 2011 11:05 am
- Forum: Testing and Simulation
- Topic: Healthy debate about subjects of testing and system optimati
- Replies: 18
- Views: 11646
- Fri Mar 25, 2011 10:03 am
- Forum: Testing and Simulation
- Topic: Healthy debate about subjects of testing and system optimati
- Replies: 18
- Views: 11646
- Fri Mar 25, 2011 9:58 am
- Forum: Testing and Simulation
- Topic: Healthy debate about subjects of testing and system optimati
- Replies: 18
- Views: 11646
- Fri Mar 25, 2011 9:23 am
- Forum: Testing and Simulation
- Topic: Healthy debate about subjects of testing and system optimati
- Replies: 18
- Views: 11646
hey , I just had a flash of real inspiration! :idea: :idea: :idea: What if we got one of the senior forum members to just write a nice concise book themselves. They could even make a ton of money , though it would probably need a good title to catch people's attention, and stand out from the crowd ....
- Fri Mar 25, 2011 9:05 am
- Forum: Testing and Simulation
- Topic: Healthy debate about subjects of testing and system optimati
- Replies: 18
- Views: 11646
- Fri Mar 25, 2011 7:41 am
- Forum: Testing and Simulation
- Topic: Healthy debate about subjects of testing and system optimati
- Replies: 18
- Views: 11646
- Fri Mar 25, 2011 5:30 am
- Forum: Testing and Simulation
- Topic: Another new Goodness Measure; also, walking it forward
- Replies: 18
- Views: 10698
- Fri Mar 25, 2011 5:19 am
- Forum: Money Management
- Topic: Money management suggestions for short term system
- Replies: 10
- Views: 10001
- Wed Mar 23, 2011 10:31 am
- Forum: Market Psychology
- Topic: Economist Article on Trendfollowing
- Replies: 4
- Views: 15072
found it http://www.moneyweek.com/investment-advice/how-to-invest/investment-strategy-the-trend-really-is-your-friend-52416 i'm afraid my feedback is no revelation: you already gave it yourself- due to the readership you had to keep it nice and generic, (but true afaik), but most people will skim pa...
- Mon Mar 21, 2011 5:09 am
- Forum: Testing and Simulation
- Topic: Another new Goodness Measure; also, walking it forward
- Replies: 18
- Views: 10698
[..final continuation] When presenting Hill ratio, I chose to do it in it's most basic form i.e. HR= (1+CAGR)*(1-MaxDD) where CAGR and MaxDD are decimals(10%=0.1). This basic formula is of course open to elaboration, e.g. using a regression estimated CAGR as suggested above by others, or perhaps usi...
- Mon Mar 21, 2011 4:33 am
- Forum: Testing and Simulation
- Topic: Another new Goodness Measure; also, walking it forward
- Replies: 18
- Views: 10698
[..continued from above] So you don't think I am blind in my praise of my creation, here is some balancing argument: One of the problems with Hill ratio is that whilst it is good at identifying peaks of outperformance, it is not very good at differentiating between poor performing strats. It helps i...
- Mon Mar 21, 2011 4:23 am
- Forum: Testing and Simulation
- Topic: Another new Goodness Measure; also, walking it forward
- Replies: 18
- Views: 10698
- Fri Mar 18, 2011 5:34 am
- Forum: Testing and Simulation
- Topic: Black swan
- Replies: 43
- Views: 21923
intervention is a biatch. seems like everytime a Govt gets involved, my trend positions get pissed on. this is intuitively the way it will always be. But it highlights that govt action risk is probably a major part of event risk, for a TFer. I don't get why G7 have deemed this particular yen move al...
- Thu Mar 17, 2011 3:19 am
- Forum: Testing and Simulation
- Topic: Black swan
- Replies: 43
- Views: 21923
I´ve always been succesfull in daytrading...Until one day i´d had enough and decided i didn´t wanted to be glued to the screen most of the day. That´s when i took up TF. My decision wasn´t even based on performance but more on quality of life and stuff. I think we are on the same page. I did t...
- Wed Mar 16, 2011 3:23 pm
- Forum: Testing and Simulation
- Topic: Black swan
- Replies: 43
- Views: 21923
It´s a mugs game. You win some, you lose some but overall (years) you loose. And after all, why would a black swan be a bad thing, especially for trendfollooooooowers?! If those black swans are against the trend as you define it? you're entitled to your opinion of course, i read you didn't have a ...
- Wed Mar 16, 2011 11:20 am
- Forum: Testing and Simulation
- Topic: Black swan
- Replies: 43
- Views: 21923
- Wed Mar 16, 2011 7:32 am
- Forum: Testing and Simulation
- Topic: Black swan
- Replies: 43
- Views: 21923
- Wed Mar 16, 2011 3:38 am
- Forum: Testing and Simulation
- Topic: Black swan
- Replies: 43
- Views: 21923
- Sat Mar 12, 2011 3:47 am
- Forum: Testing and Simulation
- Topic: Another new Goodness Measure; also, walking it forward
- Replies: 18
- Views: 10698