Thank you.
I will search for the threads.
Search found 23 matches
- Tue Nov 22, 2011 7:14 am
- Forum: Testing and Simulation
- Topic: Robustly Selecting Porfolio to Trade
- Replies: 6
- Views: 3985
- Tue Nov 22, 2011 6:09 am
- Forum: Testing and Simulation
- Topic: Robustly Selecting Porfolio to Trade
- Replies: 6
- Views: 3985
Chris Thanks for taking the time to answer. Your point is very clear. It makes sense as you say to expand the universe to test robustness of the system and allowing for more signals. There are markets that don't trend well I presume you eliminate those ? At the moment I am trading 18 markets in 6 gr...
- Sat Nov 19, 2011 11:42 am
- Forum: Testing and Simulation
- Topic: Robustly Selecting Porfolio to Trade
- Replies: 6
- Views: 3985
Robustly Selecting Porfolio to Trade
I was wondering if anybody had strong views on a strong and robust process on how to select which instruments to include in a portfolio to trade. Although the system development process of deciding the : WHAT, WHEN, WHETHER, HOW MUCH and OUT is iterative and somewhat chicken and egg, if the objectiv...