Search found 411 matches
- Fri Feb 10, 2012 12:36 pm
- Forum: Testing and Simulation
- Topic: Musings on (worthless) Past Performance
- Replies: 83
- Views: 41188
- Fri Feb 10, 2012 10:45 am
- Forum: Testing and Simulation
- Topic: Complimentary system to Trend following
- Replies: 20
- Views: 12764
- Wed Feb 08, 2012 10:23 am
- Forum: Market Psychology
- Topic: Facebook IPO, I just don't "get it"
- Replies: 53
- Views: 59329
- Fri Feb 03, 2012 8:51 am
- Forum: Market Psychology
- Topic: Facebook IPO, I just don't "get it"
- Replies: 53
- Views: 59329
- Thu Feb 02, 2012 10:51 pm
- Forum: Market Psychology
- Topic: Facebook IPO, I just don't "get it"
- Replies: 53
- Views: 59329
- Thu Feb 02, 2012 11:12 am
- Forum: Brokers
- Topic: Forex brokers
- Replies: 5
- Views: 6152
- Thu Feb 02, 2012 10:51 am
- Forum: Brokers
- Topic: Forex brokers
- Replies: 5
- Views: 6152
- Thu Feb 02, 2012 10:30 am
- Forum: Brokers
- Topic: Forex brokers
- Replies: 5
- Views: 6152
- Wed Feb 01, 2012 11:45 am
- Forum: Futures Markets
- Topic: US Residents Can't Trade Foreign Futures?!!
- Replies: 21
- Views: 13743
- Mon Jan 30, 2012 1:41 pm
- Forum: Testing and Simulation
- Topic: Musings on (worthless) Past Performance
- Replies: 83
- Views: 41188
- Mon Jan 30, 2012 10:20 am
- Forum: Testing and Simulation
- Topic: Musings on (worthless) Past Performance
- Replies: 83
- Views: 41188
Here is an exercise I have for you. I will send you all the historical data of all the CTAs including those who blew out and are no longer in today’s survivorship bias results. I will remove their names so you have no way to peak into the future to know how they would have performed. THEN tell me...
- Tue Jan 24, 2012 8:20 pm
- Forum: Testing and Simulation
- Topic: Following your system . . . . with a delay
- Replies: 18
- Views: 11367
A philosophically similar conundrum is: A fund manager receives new investment dollars, two weeks after a trade has been entered. What should she do? (A) Immediately add to the position, using the same (#contracts_or_#shares per dollar of AUM) that she used two weeks ago at trade entry (B) Do nothi...
- Tue Jan 24, 2012 8:19 am
- Forum: Testing and Simulation
- Topic: Following your system . . . . with a delay
- Replies: 18
- Views: 11367
- Mon Jan 23, 2012 9:56 pm
- Forum: Testing and Simulation
- Topic: Following your system . . . . with a delay
- Replies: 18
- Views: 11367
- Thu Jan 05, 2012 8:59 am
- Forum: Forex
- Topic: Majors vs. Crosses vs. Exotics Portfolio Selection
- Replies: 3
- Views: 6718
- Mon Dec 19, 2011 9:09 am
- Forum: Money Management
- Topic: CTA Research Results
- Replies: 4
- Views: 6787
- Fri Dec 09, 2011 10:19 am
- Forum: Testing Software
- Topic: Anyone here familiar with MT4?
- Replies: 10
- Views: 14479
- Thu Dec 08, 2011 8:53 am
- Forum: Testing Software
- Topic: Anyone here familiar with MT4?
- Replies: 10
- Views: 14479
- Thu Dec 01, 2011 1:37 pm
- Forum: Trader Psychology
- Topic: Serious Question to Forum Traders
- Replies: 15
- Views: 14767
- Thu Dec 01, 2011 1:17 pm
- Forum: Trader Psychology
- Topic: Serious Question to Forum Traders
- Replies: 15
- Views: 14767