Search found 8 matches
- Thu Dec 07, 2006 4:49 pm
- Forum: Testing and Simulation
- Topic: Contango and Backwardation in Data
- Replies: 4
- Views: 4626
- Mon Nov 06, 2006 9:22 am
- Forum: Testing and Simulation
- Topic: Reverse technical analysis
- Replies: 8
- Views: 6652
Hi Neal, Welcome to the forum. I can really relate to your post as I have asked the same question of technical analysis myself. My answer provides a healthy perspective to operate within for ME . That answer is NO - technical analysis does not work. Rather, most on this forum use tested analysis . T...
- Mon Oct 30, 2006 6:25 pm
- Forum: Stocks
- Topic: Systematic equity funds? CTA's that trade stocks?
- Replies: 18
- Views: 24547
- Fri Jul 28, 2006 8:11 am
- Forum: Testing and Simulation
- Topic: Portfolio Optimization
- Replies: 50
- Views: 46898
- Thu Jul 27, 2006 6:28 pm
- Forum: Testing and Simulation
- Topic: Portfolio Optimization
- Replies: 50
- Views: 46898
- Wed Mar 08, 2006 1:49 pm
- Forum: Testing and Simulation
- Topic: Risk Reward Ratios
- Replies: 6
- Views: 6557
I believe that the optimum trading model and the optimal business model are two different things. In my opinion, those focused on the optimum trading model are going to be focused on maxing CAGR while (possibly) minimizing the risk of elimination. As I am buliding a business, I aim to strike a balan...
- Wed Dec 14, 2005 6:58 pm
- Forum: Brokers
- Topic: Commissions
- Replies: 9
- Views: 11032
Commissions
I currently execute trades myself either electronically or via email and pay between $3 and $10 RT with Goldman Sachs. I am investigating establishing a FIX connection ( http://www.fixprotocol.org ) that would take my TBB orders file or my Mechanica orders file and effectively "Robotrade" ...
- Fri Jun 03, 2005 1:03 pm
- Forum: Testing and Simulation
- Topic: Data history: how many years back is useful?
- Replies: 5
- Views: 4981
Using CSI is a good decision. A number of years ago when I first ordered CSI, I took a day off from my job at the time figuring that I would be able to just set it up and start testing. I ended up taking the rest of the week off. I could have somehow got my hands on a portfile.adm file and moved on....