Search found 143 matches

by Roscoe
Sat Jan 24, 2004 2:59 am
Forum: Custom C++ or Java Platforms
Topic: WHY C++ ...
Replies: 17
Views: 22374

I elected to go the self-developed route after years of frustration with EasyLanguage, however it soon became apparent that the potential cost could be easily become extreme given the fact that I would have to hire some programming expertise. Next step: look around to see what else was available. Af...
by Roscoe
Sat Jan 24, 2004 2:28 am
Forum: Testing and Simulation
Topic: Portfolio Selection for System Development
Replies: 4
Views: 5395

I am experimenting with dynamic portfolio selection if this is of interest. For details refer to my post in viewtopic.php?p=5725#5725
by Roscoe
Sat Jan 24, 2004 2:21 am
Forum: Testing and Simulation
Topic: Dynamic portfolios
Replies: 3
Views: 4661

Dynamic Portfolio Selection

I have been exploring the concept of a self-selecting portfolio, where the actual MarketSystem selection is based on various statistical variables. The general idea is that all 'eligible' MarketSystems form a 'universe' for possible selection. Each day all MarketSystems are ranked from high to low b...