Trusting your system

Discussions about personal psychology for the individual trader.
RedRock
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Post by RedRock » Fri May 23, 2008 10:07 pm

nodoodahs wrote:Could it be as simple as BET SIZE?
...
Probably not THAT simple...

From Winton www:

Winton Capital Management is a managed futures and hedge fund manager established in 1997 and specialising in systematic trading using advanced scientific methods.

Winton trades over 100 futures and forwards markets worldwide using a proprietary model based on the statistical properties of market behaviour.

Winton's investment objectives are directed towards delivering long term returns through compound growth. This is achieved by pursuing a diversified trading strategy which does not rely on favourable conditions in any particular market or on general appreciation of asset values.

freeman
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Post by freeman » Sat May 24, 2008 3:37 am

Barli,maybe Winton

A)They had capital to begin with and are adding ,and/or is adding capitial from new clients.
B)There system is fresh and is optimized to the current market conditions.

This brings me bck to reoptimization of your systems for the window of data you built it on,but thats another post that i mentioned sometime ago.

viewtopic.php?t=3019&highlight=

If u look at Dunes it is clear they also had a strong CAGR% at the started,so if history is any indicator and there systems are similar and Wintons is not a super scientific system as Redrock pointed out,then wouldnt it be logical pull your funds from Winton when there drawDowns begin and go into Dunes to catch there next cycle?
Also starting with this amount of capitial on 100+ global futures makes alot of system look and be very good.

Redrock,how does 1 claim to have scientific systems,i mean the general population who has no knowledge of system building,markets,diversifivation ect ect would most likely feel that all the built in system in TBB would be very scientific them.
So how would 1 claim there system is scientific,it sure does sound good :D

RedRock
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Post by RedRock » Sat May 24, 2008 5:12 am

freeman wrote: Redrock,how does 1 claim to have scientific systems,i mean the general population who has no knowledge of system building,markets,diversifivation ect ect would most likely feel that all the built in system in TBB would be very scientific them.
So how would 1 claim there system is scientific,it sure does sound good :D
That does sound good... REDROCK, SCIENTIFIC TRADING LLC.

ehh, or perhaps one could call themselves scientific if ones founder was a scientist by training and had several bonafide "scientists" of the payroll. That would seem a fair title then. But, with that equity curve, they can pretty much call themselves anything they'd like. Seems to have less granularity than the others. Fewer, more accurate bets?

Here's a clip from: http://tinyurl.com/5ls9oy


Around this time Harding was being solicited by Sabre Fund Management to come and join them in their Commodity Trading Advisor (CTA) business. “I went to Sabre because I didn’t want to sit in an investment bank and make money. I wanted to know if you could do it from outside the markets looking in. “Could you be on a desert island and make money trading?â€

RedRock
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Post by RedRock » Sat May 24, 2008 5:15 am

ladadriver wrote:
can anyone think of anything else?
Really good luck?

ladadriver
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Post by ladadriver » Mon May 26, 2008 9:52 am

RedRock wrote:
ladadriver wrote:
can anyone think of anything else?
Really good luck?
That's an impressively smooth relationship with luck ;)
With regard to my earlier post on outperformance ideas, this is interesting with regards to seasonality models:

http://trendlinefunds.com/uploads///pro ... 20CTAs.pdf

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