Search found 7 matches
- Mon Aug 13, 2007 2:21 pm
- Forum: Brokers
- Topic: Wisdom Financial
- Replies: 11
- Views: 20313
Wisdom Financial
I have been using Zachary Oxman as the broker for my fund since its inception in September 2006, and have traded personally with him since mid-2005. I would enthusiastically recommend him. He is thorough, skilled, and trustworthy.
- Sat Nov 12, 2005 9:26 am
- Forum: Testing and Simulation
- Topic: Contract Rollover Slippage
- Replies: 1
- Views: 2890
Contract Rollover Slippage
Guys: Roughly, what kind of % slippage do you think is conservative to use in backtesting for a portfolio trading pretty large contract lots? Thanks.
- Thu Nov 10, 2005 3:38 pm
- Forum: Testing and Simulation
- Topic: Symmetrical vs. Non-Symmetrical System / Robustness
- Replies: 6
- Views: 6121
Symmetrical vs. Non-Symmetrical System / Robustness
Guys: Theoretically, is it supposed to be the case that a system in which your rules for long entry are identical to those for short entry should in the long run be more robust than one in which you tweak the rules a little? For example, I have test results showing a nice improvement in backtesting ...
- Tue Jul 19, 2005 11:17 am
- Forum: Testing and Simulation
- Topic: Contract Liquidity when testing
- Replies: 1
- Views: 2632
Contract Liquidity when testing
When testing systems, what kind of parameters do you guys use for limits on % of contract volume, minimum # of contracts traded, etc.? Obviously it depends on the size of the account, but you get the jist of the question. Thanks.
- Tue May 24, 2005 11:27 am
- Forum: Testing and Simulation
- Topic: Backtesting question
- Replies: 3
- Views: 4019
Backtesting question
Could someone please explain to me the following phenomenon I've noticed when testing systems: If I settle on a given set of parameters, etc. for a system and backtest it from, for example, 1990-2005, I get one set of results. Then, if I keep all parameters, etc. exactly the same and change only the...
- Wed Feb 09, 2005 5:37 pm
- Forum: Testing and Simulation
- Topic: MAR Ratio, etc.
- Replies: 12
- Views: 16441
MAR Ratio, etc.
Thanks Roscoe.
- Wed Feb 09, 2005 12:24 pm
- Forum: Testing and Simulation
- Topic: MAR Ratio, etc.
- Replies: 12
- Views: 16441
MAR Ratio, etc.
Hi, people. I have recently discovered the whole philosophy of trend following and am very excited about making a monumental shift in my trading from long-biased, fundamentally driven to methodical and systematic. Anyway, I have a dumb question due to my novice level: what is the MAR ratio? Also, I ...