Search found 63 matches
- Sat Nov 26, 2011 1:37 pm
- Forum: Money Management
- Topic: Preparing for the Demise of the Euro
- Replies: 20
- Views: 23268
I disagree with your assessment. Mrs Merkel will not want to be the politician which let's the Euro unravel. Nor anybody else. Europe is too valuable for that to happen (and I don't mean any monetary value). She is using threats to influence the behaviour of the other governments. That will go on f...
- Sat Nov 26, 2011 1:21 pm
- Forum: Money Management
- Topic: Preparing for the Demise of the Euro
- Replies: 20
- Views: 23268
Re: Preparing for the Demise of the Euro
One scenario being actively discussed is that countries will leave the Euro ... This will not happen. It is not in a broke country's interest to do so, as numerous studies show. So why should they choose to? This might be difficult to explain to a mob of people in case you want to go for a referend...
- Mon May 10, 2010 5:52 pm
- Forum: Testing and Simulation
- Topic: Black swan
- Replies: 43
- Views: 21636
However - coming back to the title of the thread - a black swan is not simply a big move or an unexpected move. It is something that before it happened was nearly or totally unthinkable, but which after the fact is so obvious that everybody fools himself into thinking it was to be expected before it...
- Fri Jan 22, 2010 4:51 pm
- Forum: Data Providers and other non testing software
- Topic: CSI Download Problems UA 2.9.3
- Replies: 18
- Views: 12860
- Wed Jan 20, 2010 4:56 am
- Forum: Data Providers and other non testing software
- Topic: CSI Download Problems UA 2.9.3
- Replies: 18
- Views: 12860
Re: CSI Download Problems UA 2.9.3
I've got the same message (again):
Anybody else? Does it work for you?
Thanks,
Asamat
both yesterday night and this morning European time.ErrorCmpDailyMessage
Invalid Request, please try again
Anybody else? Does it work for you?
Thanks,
Asamat
- Fri Jan 15, 2010 4:57 pm
- Forum: Custom C++ or Java Platforms
- Topic: What's your favorite programming platform?
- Replies: 21
- Views: 54003
My package of solutions for some of your points include: - Eclipse as IDE (unsurpassed in my opinion) - java as language - Open Office calc as spreadsheet - mySQL + Squirrel as DB You get all that on the web, no license costs. For a new language to learn either java or C# are the only candidates, IM...
- Mon Dec 14, 2009 3:50 pm
- Forum: Testing and Simulation
- Topic: Quantification of system robustness
- Replies: 27
- Views: 20572
Errors, Robustness, and The Fourth Quadrant[/url] I found the first book of Taleb (Fooled by Randomness) valuable, use- and thoughtful. I made it only half through this one (The Black Swan), since it quickly degenerated into useless, redundant tirades against one single theme, namely the misuse of ...
- Sat Dec 05, 2009 8:54 am
- Forum: Futures Markets
- Topic: Got gold?
- Replies: 11
- Views: 9772
I never understood why people bother to distinguish between different types of moving averages, in the context of building systems which should be stable over decades. If the system is robust and uses one of them, it should work with any of them. If it only works with one and not the other, I would ...
- Sat Dec 05, 2009 8:41 am
- Forum: Money Management
- Topic: Where have all the sharpe ratios over 1 gone?
- Replies: 3
- Views: 5040
- Mon Nov 02, 2009 4:12 pm
- Forum: Testing and Simulation
- Topic: R-Cubed
- Replies: 4
- Views: 4492
- Fri Sep 25, 2009 10:28 am
- Forum: Testing and Simulation
- Topic: cfd's
- Replies: 15
- Views: 13292
I'm using WHS selfinvest, a Luxemburg based CFD broker, for a few months now. I find them a serious business, and perfectly suited for trendfollowing (or other long-term strategies). They answered all my mails on the same or the next business day with good answers. WHS selfinvest is IB for GFT-UK. C...
- Thu Sep 03, 2009 2:49 pm
- Forum: Testing and Simulation
- Topic: Exits not more important than entries?
- Replies: 7
- Views: 6603
In the end, I think it is useless to try to disassemble a system in separate pieces like entries, exits, portfolio choice, MM, ... The pieces are not sufficiently independent in order to learn much from that. The system as a whole works, but asking whether it works because of the entries, because of...
- Tue Aug 25, 2009 12:08 pm
- Forum: Testing and Simulation
- Topic: Interesting Equity Curve
- Replies: 9
- Views: 7334
- Tue Aug 18, 2009 4:30 am
- Forum: Testing and Simulation
- Topic: R-Cubed
- Replies: 4
- Views: 4492
As alway, Sluggo, you have a point. Still, I agree with levijean. R-cubed sometimes changes rather a lot, just because the length component changed a lot, while all other characteristic numbers are very similar. Therefore I now use both numbers, but I rely more on the ratio levijean mentioned. I cal...
- Fri Jul 17, 2009 1:45 pm
- Forum: Testing and Simulation
- Topic: Is the built-in Donchian system too good to be true?
- Replies: 24
- Views: 17639
- Wed Jul 08, 2009 3:39 pm
- Forum: Testing and Simulation
- Topic: Is the built-in Donchian system too good to be true?
- Replies: 24
- Views: 17639
- Mon Jul 06, 2009 4:32 pm
- Forum: Testing and Simulation
- Topic: Is the built-in Donchian system too good to be true?
- Replies: 24
- Views: 17639
- Tue Jun 16, 2009 12:11 pm
- Forum: Testing and Simulation
- Topic: margin in testing
- Replies: 3
- Views: 4541
Recently there was a discussion about margin levels. I think sluggo pointed out that most professionals trade at a 25% margin level or below. This was also my take from it: if you get your system right, margin-to-equity ratio will be way below 50%. In praxis probably it can't really be otherwise. A ...
- Mon Jun 15, 2009 2:50 pm
- Forum: Testing and Simulation
- Topic: Question for Trading Blox users
- Replies: 14
- Views: 10668
I did not misunderstand what the red curve is, you made it clear in the first post. My opinion about it is stated above, basically I think the red curve is something like a derivation on the blue one. It is kind of the difference between the blue curve 5 years ahaed and the blue curve at the point t...
- Mon Jun 15, 2009 1:53 pm
- Forum: Testing and Simulation
- Topic: Question for Trading Blox users
- Replies: 14
- Views: 10668
You can certainly act on your DD today to influence an outcome in 5 Years time? I'm sorry, but I disagree. You think you have discovered a correlation, while I think this correlation does not exist. The correlation I think you think you have discovered is the correlation between the blue and the re...