Recent Content by Arrow

  1. Combining multiple systems

    Agreed. The probability of a bad event with combined models having low correlation is never zero. However, if we can achieve a 3.0 Sharpe, we...
    Post by: Arrow, Sep 11, 2008 in forum: Strategy Building

  2. Combining multiple systems

    Let me try to tackle number 2 first. 2. How should a risk profile of a single system reflect towards a portfolio of systems? (OK... I'll...
    Post by: Arrow, Sep 9, 2008 in forum: Strategy Building

  3. Combining multiple systems

    Several threads have speculated about the topic of combining multiple systems to create a better system. The latest 'Acrary is a genius' thread...
    Thread by: Arrow, Sep 4, 2008, 175 replies, in forum: Strategy Building