Search found 367 matches
- Sat Sep 25, 2004 6:21 am
- Forum: Data Providers and other non testing software
- Topic: CSI export
- Replies: 2
- Views: 4697
- Fri Sep 24, 2004 9:38 am
- Forum: Stocks
- Topic: Asymmetry and the Short Side
- Replies: 3
- Views: 7844
- Fri Sep 24, 2004 8:19 am
- Forum: Money Management
- Topic: Optimal f
- Replies: 87
- Views: 157423
- Thu Sep 23, 2004 8:26 am
- Forum: Testing Software
- Topic: VT, TR, WLD, AmiBroker Which one for me?
- Replies: 17
- Views: 18389
- Wed Sep 22, 2004 8:18 pm
- Forum: Testing and Simulation
- Topic: System performance
- Replies: 9
- Views: 9898
levijean, The returns aren't bad for an unleveraged stock system. However, the risk/reward is not good enough to trade IMHO. I'd look for the same level of returns with a 12% to 15% drawdown at the very minimum for an equities system. In order to get this, you will probably need to diverisfy across ...
- Wed Sep 22, 2004 3:30 pm
- Forum: Testing and Simulation
- Topic: Robust Optimization
- Replies: 26
- Views: 28006
Wouldn't the Auto Optimization just return the same parameters as you've identified with your Automatic Robustness Check? I'm wondering if you would be in a circular iteration at this point. No, the first pass is optimizing for the goodness function only. The second genetic optimization pass is opt...
- Wed Sep 22, 2004 8:45 am
- Forum: Testing and Simulation
- Topic: Robust Optimization
- Replies: 26
- Views: 28006
- Tue Sep 21, 2004 3:20 pm
- Forum: Testing and Simulation
- Topic: Robust Optimization
- Replies: 26
- Views: 28006
- Tue Sep 21, 2004 8:35 am
- Forum: Testing and Simulation
- Topic: Robust Optimization
- Replies: 26
- Views: 28006
- Mon Sep 20, 2004 8:55 am
- Forum: Testing and Simulation
- Topic: Robust Optimization
- Replies: 26
- Views: 28006
This is a good topic for discussion as it addresses one of the key concepts in trading system analysis. I said a bit on this subject at: http://www.tradingblox.com/articles/optimization_paradox.htm but it would clearly be useful to cover this topic more completely. I have attached a jpg version of t...
- Fri Sep 17, 2004 10:39 am
- Forum: Money Management
- Topic: Position sizing tight stops on non-leveraged stocks
- Replies: 8
- Views: 8930
Steve, This is really an issue that arises from the much lower leverage available for stock trading in most instances. So the constraining factor becomes the equity available for investment rather than the risk you want to take. If you could borrow money to purchase as much as you wanted the problem...
- Thu Sep 16, 2004 6:24 am
- Forum: Testing and Simulation
- Topic: Performance reporting dilemma
- Replies: 5
- Views: 5512
- Wed Sep 15, 2004 7:55 am
- Forum: Testing Software
- Topic: System Testing
- Replies: 4
- Views: 6089
VeriTrader 2.0 will be more comprehensive than TradeSim. Based on a perusal of their web site, I note the lack of the following features: Stepped Parameters - The ability to automatically test a range of values for system parameters. In VeriTrader this can be done with virtually any system value inc...
- Mon Sep 13, 2004 10:33 am
- Forum: Testing and Simulation
- Topic: A discussion about generating synthetic data ?
- Replies: 20
- Views: 20725
yoyo, We're pretty informal here, addressing me as c.f. is generally better than Faith, that's probably true for Jake as well. It seems to me that what you are going to do here is create a very sophisticated platform for building a curve fit system. I strongly discourage you from proceeding down the...
- Mon Sep 13, 2004 10:18 am
- Forum: Money Management
- Topic: Optimal f
- Replies: 87
- Views: 157423
- Sun Sep 12, 2004 8:33 am
- Forum: Testing and Simulation
- Topic: A discussion about generating synthetic data ?
- Replies: 20
- Views: 20725
In order to answer this question properly, we need to know why you want this data and why you think synthetic data is somehow better than actual historical data for this purpose. There are lots of ways to generate synthetic data but each is better suited to some specific purposes than to others. - F...
- Fri Sep 10, 2004 11:42 am
- Forum: Trend Indicators and Signals
- Topic: How Did Richard Dennis Originally Trade?
- Replies: 8
- Views: 14900
Look here:
viewtopic.php?t=238&postdays=0&postorder=asc&start=5
Try to read the other topics and if you still have questions post them at the end of the most relevant topic.
- Forum Mgmnt
viewtopic.php?t=238&postdays=0&postorder=asc&start=5
Try to read the other topics and if you still have questions post them at the end of the most relevant topic.
- Forum Mgmnt
- Tue Sep 07, 2004 9:11 am
- Forum: Data Providers and other non testing software
- Topic: Has anyone Used Erlanger Quote?
- Replies: 0
- Views: 3441
Has anyone Used Erlanger Quote?
Does anyone know what's become of the Erlanger Quote product? Have they been releasing updates and improvements? Is it still based on only the QCharts data feed? Are they actively marketing it? I haven't seen anything in a few years, and their site seems the same as when I first saw it over two year...
- Sun Sep 05, 2004 7:41 pm
- Forum: Futures Markets
- Topic: A swan strikes
- Replies: 15
- Views: 15624
Just to put things into perspective. The first graph is Friday, which I'd call a bad day. It could have been a lot worse, and you better count on something like this or worse happening to you if you want to stay alive in this business. I was short 1200 contracts of Eurodollars and 600 TBills for Ric...
- Fri Sep 03, 2004 8:59 pm
- Forum: Money Management
- Topic: Scaling / 'Pyramiding'
- Replies: 31
- Views: 45019