Search found 4 matches

by Ragnar D.
Tue Dec 28, 2004 12:54 pm
Forum: Testing and Simulation
Topic: How Do YOU Simulate?
Replies: 7
Views: 7341

TradeStation

Ive been using TradeStation for years now and i think its wonderful. I particularly like the lights flashing when Im trading. :twisted: With Tradestation its also nice that i am able to override my signals when my experience dictates it. I am also dabbling with Wealthlab as it has a TON of indicator...
by Ragnar D.
Thu Dec 09, 2004 10:04 am
Forum: Money Management
Topic: VaR
Replies: 21
Views: 22874

I think that people don't like to understand that 1 in 20 happens all the time, so they make it a stand in for a stress test/worst case loss. For example, this very smart person points to the loss for a particular strategy during the Russian crisis as exceeding VAR. Doh!!! Yes!!!. exactly...most pa...
by Ragnar D.
Tue Dec 07, 2004 12:19 pm
Forum: Money Management
Topic: VaR
Replies: 21
Views: 22874

Any type of measurement that assumes a normal distribution ie: VaR, Sharpe, correlation is faulty if its application is in data that do not come even close to exhibiting a normal distribution. Claiming to extract profits from the market from its non-random behavior then simultaneously use Gaussian-b...