Recent Content by Mud

  1. Energy trading books

    I'm looking for books and training on energy trading. I've found Paradigm: http://www.paradigmtraining.com/store/ offers this. Can anyone...
    Thread by: Mud, Aug 18, 2009, 2 replies, in forum: Commodity Futures

  2. Strategy testing and simulation

    And the other.
    Post by: Mud, Nov 4, 2008 in forum: Strategy Building

  3. Strategy testing and simulation

    Looks like my graphs didn't show up...
    Post by: Mud, Nov 4, 2008 in forum: Strategy Building

  4. Strategy testing and simulation

    MCJ, Those TradingBlox graphics are great, and your system looks quite solid. The problem with that Monte-Carlo simulation is that it...
    Post by: Mud, Nov 4, 2008 in forum: Strategy Building

  5. Strategy testing and simulation

    They may all show significant profit, but some profit more than others, and hence are optimal. Did you try optimizing the triple EMA strategy on,...
    Post by: Mud, Oct 31, 2008 in forum: Strategy Building

  6. Strategy testing and simulation

    You can be sure to avoid getting flammed by not calling anyone a sucker ;) Can you explain what the major flaws of parametric optimization are...
    Post by: Mud, Oct 31, 2008 in forum: Strategy Building

  7. Strategy testing and simulation

    Excellent post MGJ! Back-testing causes over-fitting of the optimization parameters, so I don't rely on it. However it is better than no test...
    Post by: Mud, Oct 31, 2008 in forum: Strategy Building

  8. Strategy testing and simulation

    I'm new to the boards (well, to posting at least ;)). What kind of methods do you use to test your strategies before putting them to work in live...
    Thread by: Mud, Oct 30, 2008, 13 replies, in forum: Strategy Building

  9. how do options works

    First of all, ignore what theboxer replied as he's only trying to confuse you. An option premium (the value of the option) can not be negative....
    Post by: Mud, Oct 30, 2008 in forum: Options