Traders' Roundtable

Ive been using TradeStation for years now and i think its wonderful. I particularly like the lights flashing when Im trading. :twisted:

With Tradestation its also nice that i am able to override my signals when my experience dictates it.

I am also dabbling with Wealthlab as it has a TON of ...

I think that people don't like to understand that 1 in 20 happens all the time, so they make it a stand in for a stress test/worst case loss. For example, this very smart person points to the loss for a particular strategy during the Russian crisis as exceeding VAR. Doh!!!


Yes!!!. exactly ...

Any type of measurement that assumes a normal distribution ie: VaR, Sharpe, correlation is faulty if its application is in data that do not come even close to exhibiting a normal distribution.


Claiming to extract profits from the market from its non-random behavior then simultaneously use Gaussian ...

http://www.dmaxx.com/TheBooks/DataManager.htm

Hope this helps.