Recent Content by acrary

  1. Monte Carlo Simulation on Portfolio of Multiple Strategies

    When you build a portfolio like this think in terms of pairs trading. You may have a breakout strategy paired with a reversal strategy in the same...
    Post by: acrary, Mar 17, 2024 in forum: Strategy Building

  2. are emotions/psychology the most important factor in success?

    Bonuses were allocated from my boss. Company had to make money or no bonus. Department had to make money or no bonus and the department would...
    Post by: acrary, Mar 17, 2024 in forum: Psychology

  3. are emotions/psychology the most important factor in success?

    I doubt emotions have much to do with trading results unless you're gambling. If you have a strong emotional reaction to a series of wins or...
    Post by: acrary, Mar 16, 2024 in forum: Psychology

  4. Monte Carlo Simulation on Portfolio of Multiple Strategies

    The easiest approach is to check the correlation of each of the strategies to one another. If a strategy is .5 or greater, keep the one with the...
    Post by: acrary, Mar 16, 2024 in forum: Strategy Building

  5. Big Short trading edge

    No, we don't have direct access to the products. I wouldn't have tried to trade them anyway due to counterparty risk of the illiquid product. If...
    Post by: acrary, Sep 26, 2023 in forum: Trading

  6. Big Short trading edge

    I was naive. Back then I thought I could have a conversation with like minded traders. I was sent some screenshots of my posts from websites in...
    Post by: acrary, Sep 26, 2023 in forum: Trading

  7. Big Short trading edge

    The movie on Netflix, The Big Short was a nice example of edge trading. They spotted a structural flaw and positioned trades to take advantage of...
    Thread by: acrary, Sep 26, 2023, 22 replies, in forum: Trading

  8. Interesting blog on BlueTrend fund and system development

    From what I read his reference to bootstrap testing is another name for Monte Carlo Testing. Looks like he took monthly returns; randomized them...
    Post by: acrary, Feb 28, 2015 in forum: Strategy Building

  9. Acrary's Confidence List

    The tables only go up to 99% confidence level. The expected number of occurrences in a population of 100,000 trials with 10 losses is only .59....
    Post by: acrary, Dec 1, 2013 in forum: Strategy Building

  10. Acrary's Confidence List

    ok, I'll try to explain it a little better. In the example given the z score is not relevant as you explained because there is no variability...
    Post by: acrary, Oct 11, 2013 in forum: Strategy Building

  11. How much risk capital should one use in a single trade?

    Three elements to this question. 1). What is the expected profit factor of the strategy? 2). How much pain in the form of drawdown are you willing...
    Post by: acrary, Aug 18, 2013 in forum: Risk Management

  12. Calculating Standard Deviation and Sharpe Ratio

    1. In the example given, the average return would be 3.5% and the std dev would be approx. 1.29%. You're just measuring the amount of...
    Post by: acrary, Jan 26, 2013 in forum: Stocks

  13. Favourite ET posters

    Well, I was up trading the DAX. As I sometimes do, I stopped by ET to check threads for ideas. I saw the thread with my name and checked it out. I...
    Post by: acrary, Jan 26, 2013 in forum: Trading

  14. Favourite ET posters

    I post infrequently due to a lack of control of my posts. On occasion I've posted something I wanted to pull but was told it's no longer my...
    Post by: acrary, Jan 26, 2013 in forum: Trading