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Murray Ruggiero
TradersStudio

Registered: May 2005
Posts: 1464

 

08-02-12 04:02 PM

A few of you have requested and received the brokerage statements. They are available on request by PM me.

__________________
Contributing Editor Futures Magazine and Vice President of Research and Development for TradersStudio.
Learn more about TradersStudio at www.TradersStudio.com
If you want to see what TradersStudio can do for you watch the video on our home page.
See a written overview at
TraderStudio Overview

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Murray Ruggiero
TradersStudio

Registered: May 2005
Posts: 1464

 

08-10-12 06:03 PM

Here are updated results for MAR Bond system.

mar_bondaug8.zip
This has been downloaded 88 time(s).

__________________
Contributing Editor Futures Magazine and Vice President of Research and Development for TradersStudio.
Learn more about TradersStudio at www.TradersStudio.com
If you want to see what TradersStudio can do for you watch the video on our home page.
See a written overview at
TraderStudio Overview

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nursebee
 

Registered: Jan 2009
Posts: 302

 

08-14-12 08:23 AM

I found this easily on the Tuttle website:

Murray Ruggiero, Chief Systems Designer

Murray Ruggiero is the chief systems designer, and market analyst at TWM. He is one of the world's foremost experts on the use of inter-market and trend analysis in locating and confirming developing price moves in the markets. Murray is often referred to in the industry as the Einstein of Wall Street.
He is a sought-after speaker at IEEE engineering conventions and symposiums on artificial intelligence. IEEE, the Institute of Electrical and Electronics Engineers, is the largest professional association in the world advancing innovation and technological excellence for the benefit of humanity. Due to his work on mechanical trading systems, Murray has also has been featured on John Murphy's CNBC show Tech Talk, proving John's chart-based trading theories by applying backtested mechanical strategies. (Murphy is known as the father of inter-market analysis.)

After earning his degree in astrophysics, Murray pioneered work on neural net and artificial intelligence (AI) systems for applications in the investment arena. He was subsequently awarded a patent for the process of embedding a neural network into a spreadsheet.
Murray's first book, Cybernetic Trading, revealed details of his market analysis and systems testing to a degree seldom seen in the investment world. Reviewers were universal in their praise of the book, and it became a best seller among systems traders, analysts and money managers. He has also co-written the book Traders Secrets, interviewing relatively unknown but successful traders and analyzing their trading methodologies. Murray has been a contributing editor to Futures magazine since 1994, and has written over 160 articles.

As chief systems designer, Murray digs into the depths of niche and sub-markets, developing very specialized programs to take advantage of opportunities that often escape the public eye, and even experienced high level money managers.

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slavduja
 

Registered: Oct 2007
Posts: 66

 

08-15-12 10:13 PM

Mr Murrey,

What benefits does your software provide over say Trading Blox? Their forum is phenomenal, their support is excellent, and their software is very straight forward. Also a question about your Trend harmony 2010, its obviously a long term trend system of holding periods of over 40days correct? In my research if you use donchian channels, keltner channels or bollinger bands, all of them I have backtested on portfolios over 50-100 instruments and they all have fared badly on their own with simple short term parameters ei Donchian break outs of 10-90 days. Whats your CAGR/ Max drawdown ratio on trend harmony 2010? How much capital does one need to trade it? Most people don't have $250,000 to trade a basket of commodity futures and we all know that's sort of like a minimum account size needed to have any chance trading those types of strategies in which having 30 positions and drawdowns of up to 50% or more are common. With that said can you provide a backtested result with a basket of ETFS all non leveraged that mimic the underlying futures contracts? I know for some data is recent but even for last few years I would like to see the results, and what a small account layman can expect to get. This by no means is an attack just an observation from my own research.

Slav

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Murray Ruggiero
TradersStudio

Registered: May 2005
Posts: 1464

 

08-16-12 03:48 AM


Quote from slavduja:

Mr Murrey,

What benefits does your software provide over say Trading Blox? Their forum is phenomenal, their support is excellent, and their software is very straight forward. Also a question about your Trend harmony 2010, its obviously a long term trend system of holding periods of over 40days correct? In my research if you use donchian channels, keltner channels or bollinger bands, all of them I have backtested on portfolios over 50-100 instruments and they all have fared badly on their own with simple short term parameters ei Donchian break outs of 10-90 days. Whats your CAGR/ Max drawdown ratio on trend harmony 2010? How much capital does one need to trade it? Most people don't have $250,000 to trade a basket of commodity futures and we all know that's sort of like a minimum account size needed to have any chance trading those types of strategies in which having 30 positions and drawdowns of up to 50% or more are common. With that said can you provide a backtested result with a basket of ETFS all non leveraged that mimic the underlying futures contracts? I know for some data is recent but even for last few years I would like to see the results, and what a small account layman can expect to get. This by no means is an attack just an observation from my own research.

Slav



Let me answer this post in multiple parts since it will take me some time to put together the answers for your system question because my solution is different from everyone else , for example I put together a $30,000 account solution , using two different uncorrelated systems which produced very good results.

http://tradersstudio.com/Products/t...57/Default.aspx

I will put together some other solutions and results for you, give me till sometime next week.

In terms of what software is better, TradersStudio or Trading Blox. They both have Pro's and Cons

Trading Blox is less programmable, less flexible than TradersStudio. As you said the community seems more active but the product is $3990.00 for the same functionality as TradersStudio. You can get the tools to create completely new system without spending that much on Trading Blox. TradersStudio only costs, $499.00 for those features.

The products are about even , except on price for given features. The systems included in Trading Blox are really not what I would trade today, the Turtle system has not done well for years. My systems are doing very well. I even have real time results available if you PM me to request them.

__________________
Contributing Editor Futures Magazine and Vice President of Research and Development for TradersStudio.
Learn more about TradersStudio at www.TradersStudio.com
If you want to see what TradersStudio can do for you watch the video on our home page.
See a written overview at
TraderStudio Overview

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jack hershey
 

Registered: Feb 2003
Posts: 7373

 

08-17-12 01:59 AM


Quote from Murray Ruggiero:

Let me answer this post in multiple parts since it will take me some time to put together the answers for your system question because my solution is different from everyone else , for example I put together a $30,000 account solution , using two different uncorrelated systems which produced very good results.

http://tradersstudio.com/Products/t...57/Default.aspx

I will put together some other solutions and results for you, give me till sometime next week.

In terms of what software is better, TradersStudio or Trading Blox. They both have Pro's and Cons

Trading Blox is less programmable, less flexible than TradersStudio. As you said the community seems more active but the product is $3990.00 for the same functionality as TradersStudio. You can get the tools to create completely new system without spending that much on Trading Blox. TradersStudio only costs, $499.00 for those features.

The products are about even , except on price for given features. The systems included in Trading Blox are really not what I would trade today, the Turtle system has not done well for years. My systems are doing very well. I even have real time results available if you PM me to request them.



oldtime suggests an inverse relationship between intelligence and length of posts.

You have a typo in your announcement. and "a" should be an "e". Read it from the bottom up. Go a few lines.

YVW.

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