I read the article to the point where it says there is only 19 respondents.
and then I thought I wouldn't want to waste my time anymore..
and it was suppose to be conducted by a statistican..
I didn't bother to read the bottom, tell me if I am miss something..
Search found 15 matches
- Tue Oct 14, 2003 6:30 am
- Forum: Trader Psychology
- Topic: Technical analysts exhibit no skill in predicting.....
- Replies: 7
- Views: 9281
- Tue Sep 09, 2003 10:39 am
- Forum: Testing and Simulation
- Topic: Monte Carlo Simulation
- Replies: 22
- Views: 26682
hmm..we know that volatility is the lifeblood of any system, and we also know that volaitlity is cyclical, so I would think that the distribution of trades is probably mean-reverting. Would it be possible to simulate this in MC? Is there any tools that could simulate a probability distribution with ...
- Mon Jun 30, 2003 11:13 am
- Forum: Brokers
- Topic: Interactive Brokers
- Replies: 20
- Views: 42905
- Sun May 25, 2003 12:59 am
- Forum: Money Management
- Topic: perplexed: Position Sizing
- Replies: 10
- Views: 15498
- Wed Apr 30, 2003 5:36 am
- Forum: Testing and Simulation
- Topic: Steps in evaluating/testing a system
- Replies: 13
- Views: 11292
I think most curve-fitting comes from filters and complicated exit rules. It all comes back to the underlying assumptions you are making about the behavior of the market. Adding filter is same as assuming the market won't provide any oppuntunities when the criteria is not met. I think this assumptio...
- Sat Apr 26, 2003 2:07 am
- Forum: Trader Psychology
- Topic: The Balance of IQ & EQ.
- Replies: 4
- Views: 6645
- Fri Apr 25, 2003 5:27 am
- Forum: Trader Psychology
- Topic: What motivates us???
- Replies: 8
- Views: 11389
- Thu Apr 24, 2003 10:54 am
- Forum: Testing and Simulation
- Topic: Confirming Robustness
- Replies: 10
- Views: 9659
cockroach
damian's evolution metaphor is a very fitting and A zero sum game like futures is definitely a very likely environment where evolutionary force will apply. I hope there are some zoologist among us who can tell me what is the most "robust" living organism on planet earth. I would define a r...
- Thu Apr 24, 2003 4:07 am
- Forum: Testing and Simulation
- Topic: Long Term vs. Short Term Strategies
- Replies: 8
- Views: 9888
If you believe the market are fractal in nature and self-similar across timeframe, which is to basically saying the statiscal properties of the market is the same across all timeframes, then there shouldn't be any difference between longterm or shorterm trading and we should favor short-term trading...
- Thu Apr 24, 2003 3:53 am
- Forum: Testing and Simulation
- Topic: Confirming Robustness
- Replies: 10
- Views: 9659
assumptions and robustness
I will drop in my two cent.. I think robustness of a trading system is closely related with the assumptions under which the trading system is design. The turtle /breakout system so robust because it 's so simple. Basically, the only assumption is making is that " if the market is going to trend...
- Thu Apr 24, 2003 3:19 am
- Forum: Testing and Simulation
- Topic: Benchmark Test Data
- Replies: 15
- Views: 15580
- Tue Apr 22, 2003 10:14 am
- Forum: Forex
- Topic: Forex and Trendfollowing
- Replies: 9
- Views: 15199
- Tue Apr 22, 2003 12:58 am
- Forum: Forex
- Topic: Forex and Trendfollowing
- Replies: 9
- Views: 15199
- Thu Apr 17, 2003 9:03 am
- Forum: Trader Psychology
- Topic: Short-Term vs Long-Term Trading
- Replies: 16
- Views: 21397
- Thu Apr 17, 2003 2:09 am
- Forum: Trader Psychology
- Topic: A moment of significant enlightenment
- Replies: 16
- Views: 20963