Search found 73 matches
- Tue Jul 29, 2003 3:40 am
- Forum: Trader Psychology
- Topic: Dos and Donts of Drawdowns
- Replies: 23
- Views: 29744
The problems of causality and of imperfect induction in the social sciences are beyond the scope of this forum but in general, I steadfastly believe risk cannot be quantified with precision in the social sciences as it is routinely done in the physical sciences. I feel we need to bestow some attenti...
- Mon Jul 28, 2003 8:42 pm
- Forum: Trader Psychology
- Topic: Dos and Donts of Drawdowns
- Replies: 23
- Views: 29744
- Fri Jul 25, 2003 12:40 pm
- Forum: Money Management
- Topic: Selecting Markets to Trade
- Replies: 14
- Views: 13172
I trade anything that meets my criteria: 1.Interest Rates 2.Currencies 3.Individual Stocks and Stock Indices 4.Energy 5.Metals 6.Commodities.I tend to view my system as a supportive and firm partner. I take care of the qualitative work, which I believe is essential for a dynamic portfolio, and my pa...
- Thu Jul 24, 2003 11:05 am
- Forum: Money Management
- Topic: Selecting Markets to Trade
- Replies: 14
- Views: 13172
- Thu Jul 24, 2003 10:55 am
- Forum: Money Management
- Topic: Selecting Markets to Trade
- Replies: 14
- Views: 13172
Also: When selecting markets to trade based on how trendy they have been in the past and then back-testing you are curve fitting your system. I could use a cycle trading strategy and could make a fortune in back-testing if I preselected my markets based on those that exhibited cycle behaviour. Could...
- Thu Jul 24, 2003 10:12 am
- Forum: Money Management
- Topic: Selecting Markets to Trade
- Replies: 14
- Views: 13172
- Wed Jun 25, 2003 12:01 pm
- Forum: Money Management
- Topic: How much Capital to start
- Replies: 25
- Views: 37621
- Wed Jun 18, 2003 7:50 pm
- Forum: Testing and Simulation
- Topic: Win/ loss ratio and system expectancy
- Replies: 16
- Views: 16837
- Sat May 31, 2003 1:50 am
- Forum: Testing and Simulation
- Topic: Psychologically Robust Systems
- Replies: 12
- Views: 13410
In short, they don't. The trends are caused by other things, most often some actual fundamental reason based on supply and demand or bargaining power considerations. I agree with c.f.’ comments … human psychology is fractal in nature …as c.f. pointed out: Hope, Fear, and Greed can indeed add ...
- Thu May 29, 2003 10:24 am
- Forum: Testing and Simulation
- Topic: Win/ loss ratio and system expectancy
- Replies: 16
- Views: 16837
Hi kiwi, Was your Monte Carlo analysis based on a single issue? If so, have you had a chance to rerun a Monte carlo simulation utilizing position sizing at the portfolio level [to account for serial correlation] with a list of trades that were optimized for expectancy using the ProSizer software? MT
- Fri May 23, 2003 9:37 pm
- Forum: Testing and Simulation
- Topic: By What Measure? - How do You Know if a System is Good?
- Replies: 84
- Views: 100883
- Fri May 23, 2003 11:51 am
- Forum: Testing and Simulation
- Topic: By What Measure? - How do You Know if a System is Good?
- Replies: 84
- Views: 100883
[quote]“For unleveraged investments this is a pretty good indicator of the exposure to the risk of crazy unpredictable events like 9/11, the 87 crash, etc. If you only have 20% of your money in the market on average, you will only lose 10% of your account if the market drops 50% overnight. If you ...
- Tue May 20, 2003 1:32 am
- Forum: Money Management
- Topic: Seykota's risk management web page - Lake Ratio description
- Replies: 21
- Views: 33882