@tradingcomputer: I know I am little late to this thread. But I do want to share a few thoughts. (1) Read @Ghost_of_Blotto's post again. Re-read...
@samuel11: If I am reading your backtest results right, the loss of 66 points is dominated by one 33.xx losing trade. Is that right? If so, this...
@Trend Following, @kut2k2, @Visaria: Interesting conversation on merits of long-term Trend Following. However, I do feel that both the sides...
@CL_Ftrader: Thanks for the response. No need to apologize. Have no opinion on such chart patterns. I don't trade that way. All the best....
Thanks for your response. I am not interested in 'seeing' your algorithm outputs, but just wanted to know what the basis for those signals were....
@CL_Ftrader: Is the algorithm signal service you advertised in another thread (for some reason I am unable to find that thread) based on...
I am going to attempt to address this from a different angle. Carthart four-factor model extended FF 3-factor model by introducing a momentum...
Reread what I said without jumping into conclusions about the word 'momentum'. I am not talking about 'momentum factor' enhancements.
This warrants a response. Let me try to provide more color so that my comment -- the way you define 'trend' (or 'momentum') could, in by-itself',...
@Pasternak: If you have any follow up questions to my earlier post, I will respond. Otherwise, I am done with this thread. Thank you all for your...
Try Fama's 2012 paper for starters then.
I should not have used the word 'discretionary' in my previous post. My bad. I am a systematic manual intra-day trader. I have a statistical edge...
@Pasternak: Most likely this is going to be my last post in this thread, so let me say a few parting words. I run automated strategies that are...
@Tsing Tao: You have raised this First Amendment Right issue a few times. I don't know your background. But here is something to ponder. You are...
Better to be a coward than a fool! At least a 'coward' can reveal his identify later on; but a fool has no wisdom to share at any time. You, my...
Separate names with a comma.