Recent Content by damien.dualsigma

  1. R-squared of profitable daily algo strategy

    Someone will go after your stop and take your money
    Post by: damien.dualsigma, Jul 6, 2018 in forum: Trading

  2. R-squared of profitable daily algo strategy

    Ok I understand that for some mysterious reason people hate it when you tell them it was you who took their money.... so forgetting about the...
    Post by: damien.dualsigma, Jul 6, 2018 in forum: Trading

  3. R-squared of profitable daily algo strategy

    Good job... what is your average holding period and return per trade? I would say keep doing what you are doing
    Post by: damien.dualsigma, Jul 5, 2018 in forum: Trading

  4. R-squared of profitable daily algo strategy

    LOL ?? Economists? I believe you are thinking of the wrong R-Squared . Check it out. Anyway, From the top or your wisdom, what sharpe and...
    Post by: damien.dualsigma, Jun 25, 2018 in forum: Trading

  5. R-squared of profitable daily algo strategy

    In summary, that would pretty much mean a max loss of 5% for an average running gain of 50% of traded value. Definitely interesting for anybody....
    Post by: damien.dualsigma, Jun 24, 2018 in forum: Trading

  6. R-squared of profitable daily algo strategy

    Or what would you say is a suitable metric and its threshold value out of sample ?
    Post by: damien.dualsigma, Jun 24, 2018 in forum: Trading

  7. R-squared of profitable daily algo strategy

    R-squared out of sample then?
    Post by: damien.dualsigma, Jun 24, 2018 in forum: Trading

  8. R-squared of profitable daily algo strategy

    When would you say an algo strategy , on a liquid instrument, on daily timeframe, would become interesting? R-squared = 0.1? 0.2? 0.3? 0.4? 0.5 is...
    Thread by: damien.dualsigma, Jun 24, 2018, 15 replies, in forum: Trading

  9. Do Neural Networks overfit less than Decision Trees?

    Ok, but what kind of thing would you need to know? I agree with the out of sample easily becoming in sample, but what if I did not optimize again...
    Post by: damien.dualsigma, Jan 8, 2018 in forum: Strategy Building

  10. Do Neural Networks overfit less than Decision Trees?

    Sorry, I added text inside the quote. Damn iphones
    Post by: damien.dualsigma, Jan 8, 2018 in forum: Strategy Building

  11. Do Neural Networks overfit less than Decision Trees?

    Post by: damien.dualsigma, Jan 7, 2018 in forum: Strategy Building

  12. Do Neural Networks overfit less than Decision Trees?

    All right so thanks everyone.. Now, the key question is.. do you need to make sure parameters introduced in random forest or neural networks or...
    Post by: damien.dualsigma, Jan 7, 2018 in forum: Strategy Building

  13. Do Neural Networks overfit less than Decision Trees?

    Thank you! Good , helpful reply. Any chance this can be implemented in Matlab? Or is Python more advanced and required for this level of detail?
    Post by: damien.dualsigma, Jan 7, 2018 in forum: Strategy Building

  14. What is best source of daily spot prices

    Thank you Robert. Are these spot prices though? What I have seen is futures quotes at those links, not EOD spot, which is what I was looking for,...
    Post by: damien.dualsigma, Nov 13, 2017 in forum: Commodity Futures