And yet, there is always so much talk about paying your "tuition" in terms of losses in the market. But if the knowledge that you learned paying...
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win loss really doesn't mean much. you have to take the level of returns into consideration for the win loss to be meaningful
Huge news. thanks
obviously you are not institutional level
ps vishnu, i like your books. gave me some good ideas.
what Vishnu is saying is that trend following funds have inferior sharpe, sortino, omega ratio etc. they simply are not efficient in the MPT...
concentrate on the "transferrable skills" - skills that you developed while in the prop that can be used elsewhere.
lol more like watching in amusement while you quote things you really don't know about and feeling so proud of it while faking humbleness. nice
just a wannabe
1% consistently without any down weeks = paper trading backtest with look ahead bias
:D http://www.elitetrader.com/vb/showthread.php?s=&postid=914135#post914135 apparently this system was already developed since dec 05
you might want to check for look ahead bias.
the article, while interesting, lacks statistical significance
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