Recent Content by ehbeehefak

  1. Difference between S&T and Prop Trading Strategies

    So trading in investment banks function like a broker, where customers use the bank to execute their orders, did I understand it correctly?...
    Post by: ehbeehefak, Oct 3, 2015 in forum: Strategy Building

  2. Difference between S&T and Prop Trading Strategies

    So how exactly do they facilitate customer order flow? What kind of strategies are employed when executing customers' orders?
    Post by: ehbeehefak, Oct 3, 2015 in forum: Strategy Building

  3. Difference between S&T and Prop Trading Strategies

    Hi everyone, I have a question that I wanted to ask for a long time, if you guys can help me about it I will be very grateful. I just cannot...
    Thread by: ehbeehefak, Oct 3, 2015, 7 replies, in forum: Strategy Building

  4. Algorithmic Paper / Demo Trading for each Asset Class

    Thanks for suggesting the package. If I may ask, being a non-US (also non-UK&EU) citizen do I have through the long process of opening up a real...
    Post by: ehbeehefak, Sep 14, 2015 in forum: Automated Trading

  5. Algorithmic Paper / Demo Trading for each Asset Class

    Hi everyone, I have been developing an amateurish backtesting framework in R based on packages like Quantstrat. The framework consists of...
    Thread by: ehbeehefak, Sep 14, 2015, 4 replies, in forum: Automated Trading

  6. Optimization of 3 or more parameters

    Oh, seems that my ad blocker add-in blocked it. Thank you for pointing it out :).
    Post by: ehbeehefak, Sep 5, 2015 in forum: Strategy Building

  7. Optimization of 3 or more parameters

    Thanks for the answer. Can you specify which book you are talking about? I did a search on Amazon and there a lot of books written by him.
    Post by: ehbeehefak, Sep 5, 2015 in forum: Strategy Building

  8. Optimization of 3 or more parameters

    My question wasn't about how long should my test set and training set be, it was about in what fashion the parameters were optimized. If you have...
    Post by: ehbeehefak, Aug 13, 2015 in forum: Strategy Building

  9. Optimization of 3 or more parameters

    Thank you for mentioning HMMs, didn't know what they were but will look into it.
    Post by: ehbeehefak, Aug 13, 2015 in forum: Strategy Building

  10. Optimization of 3 or more parameters

    Genetic Optimization is just an alternative to brute-forcing all parameter combinations. Does not answer my question about the methodology. So,...
    Post by: ehbeehefak, Aug 13, 2015 in forum: Strategy Building

  11. Optimization of 3 or more parameters

    No, I am not suggesting that the optimization is producing a local maximum, I am suggesting that the optimization might produce a global maximum...
    Post by: ehbeehefak, Aug 10, 2015 in forum: Strategy Building

  12. Optimization of 3 or more parameters

    That means you did 2-parameter strategy optimization (the fast-sma and the slow-sma). It is easy to find the combination that results in maximum...
    Post by: ehbeehefak, Aug 10, 2015 in forum: Strategy Building

  13. Optimization of 3 or more parameters

    What were the results? How did you plot them? Can you show some example plots?
    Post by: ehbeehefak, Aug 10, 2015 in forum: Strategy Building