Someone will go after your stop and take your money
Ok I understand that for some mysterious reason people hate it when you tell them it was you who took their money.... so forgetting about the...
Good job... what is your average holding period and return per trade?
I would say keep doing what you are doing
LOL ?? Economists?
I believe you are thinking of the wrong R-Squared . Check it out.
Anyway, From the top or your wisdom, what sharpe and...
In summary, that would pretty much mean a max loss of 5% for an average running gain of 50% of traded value. Definitely interesting for anybody....
Or what would you say is a suitable metric and its threshold value out of sample ?
R-squared out of sample then?
When would you say an algo strategy , on a liquid instrument, on daily timeframe, would become interesting?
R-squared = 0.1?
Ok, but what kind of thing would you need to know? I agree with the out of sample easily becoming in sample, but what if I did not optimize again...
Sorry, I added text inside the quote. Damn iphones
All right so thanks everyone..
Now, the key question is.. do you need to make sure parameters introduced in random forest or neural networks or...
Thank you! Good , helpful reply.
Any chance this can be implemented in Matlab?
Or is Python more advanced and required for this level of detail?
Thank you Robert.
Are these spot prices though?
What I have seen is futures quotes at those links, not EOD spot, which is what I was looking for,...
For a range of commodities. Preferably, free..
thanks. I am referring to actual alpha factors. Indeed, high risk, higher than with Decision trees / SVM / KNN ? and is there a difference between...
What about the overfitting risk though?
If provided with good training data, and not overtrained, are they capable of “muting” features that are not statistically relevant? In this way...
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