You might try running some simulations with real market data instead of imaginary synthetic data and see if the headache persists.I'v got a headache,and am seeking for the hints or guide about it......
Search found 57 matches
- Tue Sep 14, 2004 8:11 pm
- Forum: Testing and Simulation
- Topic: A discussion about generating synthetic data ?
- Replies: 20
- Views: 19973
- Mon Aug 09, 2004 4:39 pm
- Forum: Testing and Simulation
- Topic: Ideal Timing for Large Lump Sum Investment
- Replies: 8
- Views: 7902
- Mon Jun 21, 2004 11:20 pm
- Forum: Money Management
- Topic: Scaling / 'Pyramiding'
- Replies: 31
- Views: 43935
- Mon Jun 21, 2004 12:35 am
- Forum: Money Management
- Topic: Martingale or Anti-Martingale
- Replies: 9
- Views: 10568
I read the above mentioned posts from the Elite Trader board. It’s ironic that he mentions coin tossing- because I sure can't make heads or tails of any of this. I notice that many of those who assert lots of claims about mathematics often tend to have a flimsy understanding of their assertions. I...
- Sat Jun 19, 2004 12:47 am
- Forum: Money Management
- Topic: Long/Short market neutral exits
- Replies: 15
- Views: 13847
Why, whatever do you mean leonardo? The martingale betting strategy is at the core of any solid trend-trading system. Buy cheap, sell dear, snatch your profits up quickly and double down on your losers. Be sure not to put in any stops and give your losers breathing room aplenty. It works best when s...
- Fri Jun 18, 2004 6:30 pm
- Forum: Money Management
- Topic: Scaling / 'Pyramiding'
- Replies: 31
- Views: 43935
You can also try the martingale strategy- it’s a surefire winner every time. Some traders claim it might be pretty risky, but that is neither here nor there. The martingale works best if you have a very small bankroll to begin with. Just throw down an initial bet of arbitrary size, then - as the p...
- Fri Jun 18, 2004 12:29 pm
- Forum: Money Management
- Topic: Long/Short market neutral exits
- Replies: 15
- Views: 13847
You might like to try my very special and highly exlusive recipie for success in long/short, beta-neutral stock trading. When you have winning stocks on the long side, snatch up the profits as quickly as possible and allocate the funds to the biggest losers on the short side- then replace the long s...
- Fri Jun 04, 2004 12:54 pm
- Forum: Testing and Simulation
- Topic: Parameter Search Algorithms
- Replies: 3
- Views: 3982
- Thu Jun 03, 2004 11:57 pm
- Forum: Testing and Simulation
- Topic: Parameter Search Algorithms
- Replies: 3
- Views: 3982
Parameter Search Algorithms
I'm experimenting with different search algorithms to investigate the parameter space.
Would any systems developers like to share some of their own experiences/insights/techniques with respect to this issue?
Would any systems developers like to share some of their own experiences/insights/techniques with respect to this issue?
- Sun Apr 18, 2004 3:59 pm
- Forum: Testing and Simulation
- Topic: backtesting dynamic portfolio system.
- Replies: 5
- Views: 5765
Good Luck
Good Luck!
- Tue Mar 02, 2004 1:11 pm
- Forum: Custom C++ or Java Platforms
- Topic: Testing Instrument Selection
- Replies: 2
- Views: 12271
Testing Instrument Selection
Previously, I have made oversimplifying assumptions with respect to my instrument selection algorithms in backtesting in order to keep the process as simple as possible.
Maybe you guys can share your thoughts and make some suggestions of other ideas and avenues that I might want to investigate.
Maybe you guys can share your thoughts and make some suggestions of other ideas and avenues that I might want to investigate.
- Mon Mar 01, 2004 1:09 am
- Forum: Custom C++ or Java Platforms
- Topic: DBase
- Replies: 4
- Views: 9462
- Sat Feb 28, 2004 8:53 pm
- Forum: Custom C++ or Java Platforms
- Topic: DBase
- Replies: 4
- Views: 9462
DBase
Anyone have DBase experience? I need to build one to house my historical data and snatch it out to run sims.
- Sat Feb 28, 2004 8:19 pm
- Forum: Money Management
- Topic: Scaling / 'Pyramiding'
- Replies: 31
- Views: 43935
- Fri Feb 27, 2004 12:23 pm
- Forum: Testing and Simulation
- Topic: Post Some Results / Test It Yourself
- Replies: 4
- Views: 6569
- Fri Feb 27, 2004 1:33 am
- Forum: Testing and Simulation
- Topic: Post Some Results / Test It Yourself
- Replies: 4
- Views: 6569
Post Some Results / Test It Yourself
Please don't let this interesting subject degrade into a flame war...
Maybe we can encourage one another to undertake testing and simulation in a motivational way as opposed to an adversarial way.
- Mon Feb 16, 2004 10:41 pm
- Forum: Trend Indicators and Signals
- Topic: RSI for Stock, ETF or Mutual Strength
- Replies: 6
- Views: 9714
- Fri Feb 13, 2004 3:51 pm
- Forum: Trend Indicators and Signals
- Topic: New Highs and Lows
- Replies: 4
- Views: 6080
- Fri Feb 13, 2004 10:57 am
- Forum: Money Management
- Topic: Portfolio heat
- Replies: 27
- Views: 29212
- Wed Feb 11, 2004 12:00 pm
- Forum: Money Management
- Topic: Scaling / 'Pyramiding'
- Replies: 31
- Views: 43935
Another way to think about pyramiding (adding more size to an existing trade) is to consider each of the pyramid entries to be its own unique self-contained trading system. This lets you simulate and analyze them individually....It could help you see whether you're putting on the first unit too soo...