Search found 110 matches
- Sat Jan 24, 2009 7:59 am
- Forum: Testing and Simulation
- Topic: Discretion
- Replies: 8
- Views: 5728
Re: Discretion
I would like to bring up the topic of allowing for a certain degree of discretion when trading a mechanical trend following strategy. I know that these two approaches should be mutually exclusive, but we are currently seeing some pretty extreme movements across number of markets, some of which I fe...
- Tue Jan 20, 2009 9:13 pm
- Forum: Trend Indicators and Signals
- Topic: Jim Simons
- Replies: 15
- Views: 44832
With regard to the mathematicians, it looks like they quickly learn the laws of marketing as well. Their task as successful hedge fund managers is to make people believe they have something special, the key to the secret misteries nobody else has. So, I believe that their interviews are just bullshi...
- Tue Jan 20, 2009 1:07 pm
- Forum: Trend Indicators and Signals
- Topic: Jim Simons
- Replies: 15
- Views: 44832
I will, however, add that according to my testing, pure Trendfollowing systems (i.e. moving averages/bands, higher high breakouts etc) have stood the test of time . . . . so far!! Will they continue to do so? Again, who can know Any comments? The markets are unfathomable, just like the human emotio...
- Tue Jan 13, 2009 5:35 pm
- Forum: Testing and Simulation
- Topic: Mean reversion system
- Replies: 35
- Views: 25625
- Tue Jan 13, 2009 5:08 pm
- Forum: Money Management
- Topic: How to deal with correlated instruments
- Replies: 15
- Views: 11699
Alp, I would argue that, conceptually, trading forex cross rates is akin to spread trading in commodities and as such, why would you expect a LTTF approach with LTTF parameters based on the majors to work in such a spread trading scenario? This might explain why there was such a reduction in portfo...
- Mon Jan 12, 2009 8:41 pm
- Forum: Testing and Simulation
- Topic: Any software to test multi-system portfolio performance?
- Replies: 7
- Views: 6166
Re: Any software to test multi-system portfolio performance?
Ask Tim Arnold for a trial copy of Trading Blox Builder, read the documentation, ask for feedback and, finally, decide for yourself.ezbentley wrote:Does anyone know any software package that does backtesting on a multi-strategy portfolio?
- Mon Jan 12, 2009 6:35 pm
- Forum: Money Management
- Topic: How to deal with correlated instruments
- Replies: 15
- Views: 11699
Thanks. I just made a small test against the correlated groups. For instance, run a test against EURUSD, GBPUSD, AUDUSD, USDJPY, USDCHF and USDCAD. And then, afterwards, include the cross-rates of all these currencies: EURJPY, EURAUD, EURCAD, EURGBP, EURCHF, GBPAUD, GBPJPY, GBPCHF, GBPCAD, AUDJPY, A...
- Sat Jan 10, 2009 9:36 pm
- Forum: Money Management
- Topic: How to deal with correlated instruments
- Replies: 15
- Views: 11699
I was thinking about doing some research about this and I bet some of you have already done it and, perhaps, I could spare my time and money (since I don't have good historical data of cross-rates). Premise: If the base currency is, for instance, USD then it doesn't make sense trading cross-rates. A...
- Sat Jan 10, 2009 7:24 pm
- Forum: Testing and Simulation
- Topic: Gold & Silver cash price data
- Replies: 7
- Views: 5520
- Sat Jan 10, 2009 2:52 pm
- Forum: Testing and Simulation
- Topic: Gold & Silver cash price data
- Replies: 7
- Views: 5520
- Fri Jan 09, 2009 6:55 pm
- Forum: Testing and Simulation
- Topic: Gold & Silver cash price data
- Replies: 7
- Views: 5520
Re: Gold & Silver cash price data
I can trade gold & silver spot prices through my forex broker, but I can't find any good data for testing. The CSI cash data is only closing prices. Any ideas to get OHLC? I think you refer to the FOREX pairs XAUUSD and XAGUSD, right? With regard to historical data, you might try http://disktra...
- Mon Jan 05, 2009 8:28 pm
- Forum: Testing and Simulation
- Topic: Can terminology hide a multitude of sins.
- Replies: 9
- Views: 5261
And shouldn't we focus more on our ability to understand the nature of system A'(s) and our own psychological capability to follow them. I always thought that a great saying was that good, well researched systems never die. All that happens is their risk profile fluctuates. Yes it may fluctuate so ...
- Tue Dec 23, 2008 5:49 pm
- Forum: Trader Psychology
- Topic: Is trading moral and ethical?
- Replies: 25
- Views: 39707
Re: What about insurance companies? Banks?
I'm not saying that rampant, unbridled speculation isn't unproductive - I'm sure all of those house-flippers in California should have been spending their time looking for a cancer cure - but speculators grease the wheels of capitalism. Perhaps the house-flipping market is just not liquid enough, i...
- Mon Dec 22, 2008 7:16 pm
- Forum: Trader Psychology
- Topic: Is trading moral and ethical?
- Replies: 25
- Views: 39707
If speculators were not there willing to take the other side of the transaction when producers wanted to transfer risk how would they do it? Moreover, I don't have the statistics, but if we consider all of the speculators participating in the markets, I guess the majority is mostly actually taking ...
- Mon Dec 22, 2008 7:07 pm
- Forum: Trader Psychology
- Topic: Is trading moral and ethical?
- Replies: 25
- Views: 39707
From the Yale University lecture, it sums it up to: You will see what I mean by considering for a moment the institution on which our whole economic fabric rests, private property. There are certain writers who believe the institution to be profoundly immoral. The Frenchman Proudhon answered the que...
- Sun Dec 21, 2008 7:56 am
- Forum: Trader Psychology
- Topic: Is trading moral and ethical?
- Replies: 25
- Views: 39707
Is trading moral and ethical?
Do you think that making money out of systematic speculation in the markets without any commitment to some kind of productive work in the real economy is a lofty goal? Is it moral and ethical?
- Wed Nov 12, 2008 6:51 pm
- Forum: Testing Software
- Topic: Trading Blox purchase?
- Replies: 11
- Views: 12859
Re: Trading Blox purchase?
Where is this trial version available for download?Perry wrote:I’ve downloaded and started exploring the trial version.
- Wed Nov 05, 2008 6:53 pm
- Forum: Testing Software
- Topic: Software for visual inspection of charts
- Replies: 8
- Views: 8810
Wealth-Lab Developer also has a simple script language which enables one to program simple scripts to handle data files. It looks like the new .NET version is also great for visual inspection. With regard to thorough backtesting and actual trading capabilities, Trading Blox looks much better, by far...
- Tue Nov 04, 2008 7:50 pm
- Forum: Testing Software
- Topic: Software for visual inspection of charts
- Replies: 8
- Views: 8810
- Tue Nov 04, 2008 7:45 pm
- Forum: Testing Software
- Topic: Software for visual inspection of charts
- Replies: 8
- Views: 8810
Software for visual inspection of charts
Which software is best for visual inspection of charts and basic technical analysis? Consider the following:
1) ease to set up and work with ASCII data files;
2) simplicity;
3) practicality.
I look forward to your suggestions.
1) ease to set up and work with ASCII data files;
2) simplicity;
3) practicality.
I look forward to your suggestions.