Strategy Portfolio backtesting

Discussion in 'Strategy Building' started by fan27, Apr 17, 2015.

  1. So you have the credibility in this area? Then why are you selling a piece of software instead of trading your fantastic strategies? I worked as trader for almost a decade at investment banks and hedge funds after I graduated from one of the top ranked quant finance programs. I now run my own fund for more than 6 years. Proof? I have no need to prove anything to you. You can choose to believe or not. Your absolutely free choice. And I am not American , hence have very little interest in pissing contests. If you spent more of your valuable time working instead of promoting then you would finally have a software package where even rudimentary things such as currency conversions and tick based data support was correctly working or featured.



     
    Last edited: May 22, 2015
    #11     May 22, 2015
  2. He did and had to be reminded that his product is not primed for currency Backtests nor non base currency denominated assets.

     
    #12     May 22, 2015
  3. Yes pretty much every software package can test and trade this, even many open source solutions. No need to shell out hundreds if not thousands of dollars. But you need some rudimentary programming knowledge.

     
    #13     May 22, 2015
  4. Murray Ruggiero

    Murray Ruggiero Sponsor

    First the reason TradersStudio exists is I use it for my own uses as well as Tuttle's I sell it and systems to offset develop costs and research costs for new trading technologies. I don't trade anything less than 5 minutes and most of the time 45 minute bars so I have no need to do tick level. That why I am going down to 1 minute bars. I believe any strategy that needs tick information to work, is trading too small of a timeframe!. The average trader should not be trying to trade like a HFT. I do support currency conversions. You said before I said I did not do that , where did I say that and when , if I said in 2004 , that not current information.

    Who Are you ?, You can say you did all this if you don't tell anyone who you are and it's meaningless. I have never been able to hide so I stand on my record.

    Tuttle Executive Team
    I am on the Executive Team as chief system designer for Tuttle, Tuttle manages about 250 million currently and is growing , we have 1 ETF we created currently trading and another one which is coming out soon. My strategies are used to manage these products.

    20 years Contributing Editor for Futures Magazine , over 160 article!
     
    #14     May 22, 2015
  5. Your system per this year, 2015, does not manage currency conversions properly. You admitted so yourself in one of the threads we discussed recently. Anyone can do a simple search to find. You also do not support proper accounting for FX asset class and currency conversion issues preclude from successfully backtesting currency strategies.

    I do not question your other claims about your Background. I don't believe any of your hyped stories and from own experience if someone writes articles and sells software then he is not trading nor deriving revenues from trading...simple as that. But that is my opinion and I let others judge for themselves.

    I call you out as snake oil salesman because you make a lot if claims which you have to correct later because others had to prove to you that you made factually incorrect claims about your own product. Again for evidence there are search functions on this website.

     
    #15     May 22, 2015
  6. Murray Ruggiero

    Murray Ruggiero Sponsor

    I did a simple search I can't find where I said that, only you keep saying that I said that. Please show me where I said that.
     
    #16     May 23, 2015
  7. Murray Ruggiero

    Murray Ruggiero Sponsor

    If you use the search feature the only thing you find is this from 2006. I don't say we are doing it wrong here.

     
    #17     May 23, 2015
  8. we talked about currency conversion issues in the context of backtesting currency based strategies and converting pnl back to the system's base currency.

     
    #18     May 23, 2015
  9. Murray Ruggiero

    Murray Ruggiero Sponsor

    You said I said it in a thread, now you tell me I told you. Next will you say aliens came down and told you what wrong with TradersStudio.
     
    #19     May 23, 2015
  10. "You said I said it in a thread, now you tell me I told you"

    Yes you admitted to the deficiencies of testing currencies in your TradersStudio software application in response to posts we sent back and forth. No aliens involved, just you and me and couple other users who had issues with converting non-base currency denominated pnl back to base. And I do not believe it lends you a whole lot of credibility by resorting to some bizarre "You said I said it in a thread, now you tell me I told you" type of comment.

     
    #20     May 24, 2015