Search found 11 matches

by Kobeyashi
Thu May 22, 2008 2:01 pm
Forum: Trader Psychology
Topic: Trusting your system
Replies: 24
Views: 27784

TrendsCatcher wrote:On the other hand, one doesn't need to prove causation to make money.
Very true indeed. :)
by Kobeyashi
Thu May 22, 2008 3:54 am
Forum: Trader Psychology
Topic: Trusting your system
Replies: 24
Views: 27784

Even if correlation is proven, it does not prove causation.
by Kobeyashi
Tue May 13, 2008 4:21 pm
Forum: Futures Markets
Topic: WARNING: Senate Democrats look to end U.S. trading
Replies: 6
Views: 5575

I concur... :shock:
by Kobeyashi
Mon Apr 14, 2008 12:33 pm
Forum: Testing and Simulation
Topic: MAR Ratio at +Infinity
Replies: 2
Views: 2620

Thanks for the quick reply Tim. I'll look into this and get back to you. :)

Kobeyashi
by Kobeyashi
Mon Apr 14, 2008 12:23 pm
Forum: Testing and Simulation
Topic: MAR Ratio at +Infinity
Replies: 2
Views: 2620

MAR Ratio at +Infinity

Just this morning I got a demo version of Trading Blox, and was fiddling around with various systems.
One of the systems I tested yielded a MAR Ratio of +Infinity with a stratospheric Sharpe ratio to boot. Yet, the CAGR was a meagre 3.9% over a 12 year period. How do I interpret this data?

Kobeyashi
by Kobeyashi
Thu Apr 10, 2008 4:08 am
Forum: Money Management
Topic: Pooling our research and money
Replies: 8
Views: 10486

So in theory, could you get a 10-hour contract to work at minimum wages as a barman, and not pay CGT on spreadbetting? :)

Kobeyashi?
by Kobeyashi
Wed Apr 09, 2008 6:15 pm
Forum: Money Management
Topic: Pooling our research and money
Replies: 8
Views: 10486

From what I have read most recently, earnings from spread-betting are still tax free.
by Kobeyashi
Sun Apr 06, 2008 1:23 pm
Forum: Testing and Simulation
Topic: What to make of this chart?
Replies: 19
Views: 11625

Hi Levijean,
I can only concur with Mathemagician that there isn't enough data in this instance to pass a judgement.
However, this did raise a question. How do we differentiate between an elongated losing streak, and system death?

Kobeyashi
by Kobeyashi
Wed Apr 02, 2008 3:46 am
Forum: Trader Psychology
Topic: How to lower the blood pressure?
Replies: 9
Views: 12741

Delegate to an under-study? :)

Regards,
Kobeyashi
by Kobeyashi
Tue Apr 01, 2008 12:23 pm
Forum: Futures Markets
Topic: Black Swan? Pink Hippo? Falling Bund?
Replies: 2
Views: 3922

Black Swan? Pink Hippo? Falling Bund?

This is what happened on the 28th of March, 2008. Personally, this is the first drastic fall that I have witnessed, though I have read a lot about price shocks in 1988 and 2001. And there are quite a few conspiracy theories floating around about this now, since the Eurex decided that all trades were...
by Kobeyashi
Tue Feb 05, 2008 7:28 pm
Forum: Money Management
Topic: An example of compound growth (Exponential)
Replies: 4
Views: 7106

Hello Crackhour, Must have been great to meet Ed Seyota. :) About the 'trade less' thing, this is something I have noticed with my own trading. When I trade a lot, my performance is always bad. Perhaps it is due to insufficient analysis, or just an impulse. The less I trade the better my trades are,...