Recent Content by shanoballs

  1. Expectancy above .50??

    I am not an expert on this but i would say first figure out if the strategy has positive expectancy. If the expectancy is positive then do a...
    Post by: shanoballs, Jun 30, 2008 in forum: Risk Management

  2. Am I beating the market?

    Thank you for the responses. However, I think I should be a bit clearer about what I am asking. I am aware that in the real world 5 periodic...
    Post by: shanoballs, Oct 30, 2007 in forum: Strategy Building

  3. Am I beating the market?

    Hi, i just have a simple hypothetical question, this is not a test of an actual strategy, i just want to know the method of testing to see if a...
    Thread by: shanoballs, Oct 26, 2007, 5 replies, in forum: Strategy Building

  4. how to identify intraday market type and select proper trading system

    if you have not already seen this: http://www.elitetrader.com/vb/showthread.php?s=&threadid=33654&highlight=system+development+with+acrary
    Post by: shanoballs, Jul 19, 2007 in forum: Strategy Building

  5. how to judge a system no longer profitable?

    Your results also have the characteristics of a strategy that has been over optimized. of course it is hard to tell by just looking at an equity...
    Post by: shanoballs, Jul 19, 2007 in forum: Strategy Building

  6. how to judge a system no longer profitable?

    First you would need to see the probability of your profitable results being just luck. once you do that, you will have a p value. for example,...
    Post by: shanoballs, Jul 19, 2007 in forum: Strategy Building

  7. How is this possible

    sure, Here is one from UC Irvine, if you have a basic understanding of stats, it is pretty straight forward. PM me if you want more...
    Post by: shanoballs, Jul 11, 2007 in forum: Strategy Building

  8. How is this possible

    You should put the results you attained to the test. there is an good possibility that the results you attained are simply due to luck. the test...
    Post by: shanoballs, Jul 11, 2007 in forum: Strategy Building

  9. what do you think of the equity curve

    You can do a hypothesis test to see the probability of obtaining the same results due to luck. This would tell you a lot about the edge and the...
    Post by: shanoballs, Jul 11, 2007 in forum: Risk Management

  10. Successful traders keep silent because trading is so simple...

    The saddest thing I've read on ET in a while, keep it up.
    Post by: shanoballs, Jul 4, 2007 in forum: Trading

  11. Multiple systems in one

    I have been trying to do something like this, but have not had any success, how much improvement does combining your strategies make to your draw...
    Post by: shanoballs, Jul 3, 2007 in forum: Automated Trading

  12. Secret Forex Society--- here to help!

    "Be wiser than other people if you can; but do not tell them so." - Lord Chesterfield
    Post by: shanoballs, Jun 1, 2007 in forum: Forex

  13. You can't generate positive alpha without a PhD.

    i was not aware of these facts. i guess i shouldn't put too much emphasis on self proclaimed market practitioners or PhD candidates.
    Post by: shanoballs, Feb 17, 2007 in forum: Trading

  14. You can't generate positive alpha without a PhD.

    so judging from the fact that you come from a statistics background, I'm sure you have analyzed your trading RESULTS for randomness? if so, what...
    Post by: shanoballs, Feb 16, 2007 in forum: Trading