Exploit the fact that you (mizhael) are a hedge fund manager with a multi million dollar account at an FCM, Newedge, which only accepts...
The Quant Finance group at LinkedIn is pretty active http://www.linkedin.com/groups?home=&gid=90917 HOWEVER they usually give the cold shoulder...
You could always try this http://tinyurl.com/2vtkjjs
Do what YOU think is right, ignore the recommendations of others. It's not their money at risk, it's yours.
The purpose of testing on historical data is to give yourself confidence that a strategy will perform acceptably-to-you, in the unseen future....
http://bit.ly/aUckhg http://bit.ly/6qnzd5
One way is to purchase capability from vendors. You can find LOTS of vendors at trade shows such as (FIA Conferences) or (MFA Forum) or (others)....
I enjoyed "The Dhandho Investor" by Monish Pabrai Amazon link. Beware: he's a Buffett worshipper; if that puts you off, don't open the book.
Or, discard those backtest results and start over. Test using a fill price that you KNOW how to reliably achieve. For example, you know how to...
What have you tested (so far)? If your test results let you confidently say, "X doesn't help much" (or "X doesn't help at all!"), what are some...
This is the one that I happen to like: http://www.barclayhedge.com/research/indices/cta/sub/sys.html If you pay the $5000 per year...
Edit the source code of each strategy and introduce an externally supplied input value, named Doomsday. If Doomsday is equal to 1, exit all...
Do some computer modeling. If the strategies are mechanical trading systems, backtest them together, trading out of a shared pool of capital. If...
The risk free rate is the interest from short term government bonds ("T-Bills"). To beat it by a couple percent, buy a diversified portfolio of...
An Examination of the Shrimp Futures Market By Josué MartÃnez-Garmendia and James L. Anderson ABSTRACT Two shrimp futures contracts have...
See if you can find it using internet search engines. I'll check this thread next month -- if you haven't found it by then, post an "I can't seem...
I assume you are referring to White Sugar #5 in London on the NYSE Euronext LIFFE exchange ? Here is the chart of August 2010 London White...
Have a look at Wealth-Lab and other places where lots of mechanical trading systems are measured. You'll find an entire category of systems that...
You could add a new Exit to your system. Something likeIf((position is not Flat) and (todays volatility > 1.1 * (60 day average of volatility)))...
If you're a programmer, or have a programmer who works for you, it's not all that difficult to create your own program that "designs" trading...
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