Search found 166 matches
- Wed Dec 03, 2003 5:53 am
- Forum: Trend Indicators and Signals
- Topic: EXIT signals ...
- Replies: 29
- Views: 40056
Nassim Taleb on StdDev and Skewness
In some strategies and life situations, it is said, one gambles dollars to win a succession of pennies. In others one risks a succession of pennies to win dollars. While one would think that the second category would be more appealing to investors and economic agents, we have an overwhelming eviden...
- Sun Aug 17, 2003 7:22 am
- Forum: Testing and Simulation
- Topic: Historical Data
- Replies: 31
- Views: 33359
futuresource
I think it's worth considering also www.futuresource.com The pros are: continuos historical data from the start of the contracts Very easy to download Ready to import in TradeStation They offer intra-day data Cons: Only future data Cost It would be interesting to compare continuos CSI and Futuresour...
- Wed May 21, 2003 9:03 am
- Forum: Testing and Simulation
- Topic: Excluding Bubble data from backtesting
- Replies: 8
- Views: 8056
- Tue May 20, 2003 1:29 pm
- Forum: Testing and Simulation
- Topic: Excluding Bubble data from backtesting
- Replies: 8
- Views: 8056
mini Futures Contracts
Many mini futures contracts have been introduced recently, have a look on the sites of CME,CBOT and NYBOT. Diversification, as far as I know, is essential in any trend following system. You need to spread your bets on uncorrelated market as much as you can, taking small losses and waiting for the bi...
- Tue May 20, 2003 9:25 am
- Forum: Testing and Simulation
- Topic: Excluding Bubble data from backtesting
- Replies: 8
- Views: 8056
Bubbles are just trends and a good trading system should be able to take advantage. Excluding bubbles you are just curfitting your system. Even Nobel prizes went broke forgetting about extreme events. A good trend following system is aimed to take advantage of buubles. And what about diversification...
- Mon May 19, 2003 6:28 pm
- Forum: Trend Indicators and Signals
- Topic: Moving Averages - Comments?
- Replies: 7
- Views: 11170