I used it but systems were sort of random combinations of indicators fitted on data and most would fail immediately unless you were lucky to pick...
There is no problem if no leverage.
Good feature but over-fitting is a serious issue. I have been using a program that works only with price patterns called DLPAL S and that...
I see no major changes from 20 years ago even if algos dominate. After all those algos are programmed by people.
I always get to know about funds with high performance only after the fact. :( An example is AQO managed by Nigol Koulajian and his team. Is it...
I agree with maxinger. Too many options in TA often introduce randomness in decision making. I'm a bit more quant although I draw straight lines...
I was looking at this article in PAL blog of how to capture SPY returns at much lower DD with long-short strategy. I cannot afford the DLPAL LS...
Is there a solution that handles partial fills automatically or do you always have to write the code for it?
WL 4 was a great platform. In used it some years ago with a program called APS that generated code for systems. I still use NT7 and successor of...
These strategies can be implemented with few lines of code in Multicharts and other good platforms. What is this language?
Just like failed traders also failed politicians try to find reasons for their failures and blame others. They believed polls and relied on...
It seems CTA programs have been having problems since central banks instituted QE. This is interesting article with chart.
What do you guys consider a lower bound on Sharpe if there is such thing?
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