ahhh... I coded the Open Position Run Up and Drawdown wrong and found it... I was generating a execution efficiency / liquidity risk... (In...
Heh... no one seems to comment on AFG's equity curve so I'll add... 1. The fact that the equity is log-normal, it doesn't provide the true...
Does that mean it's my turn? Anyways... I figured that bwolinksy may ask for the MAE and MFE so I added 2 columns for the OpenDD /...
Is this guy on crack? What's his deal with the Hari Krishna vibe and suddenly becoming Mike's shrink? Can anyone actually read his posts? This...
Guys... Let's try to clear each other up with what you consider a "parameter"... Do you consider a "parameter" as a numeric variable? control...
Right Click link >>> Save link as... Take the saved txt and drag it in the xls. Bwolinsky... everyone else seems to be able to upload the...
Solid stuff. I've got nothing to comment but say, thanks for clarifying. Hrrrmmm... What you mentioned reminds me of someone... Do you run a...
Mike, another question... related to tweaks... What's your stance on Mechanical and Automated Trading System? Should all good systems, in your...
OK. Now that you mention about systems... Which of the following would be considered a "tweak"? 1. Optimization and implementation of a...
Good posts. I've overlooked Cauchy, myself. Got some new research to do...
Mike... What's the title of this thread? If you want to... you can start another thread about cons in the OPM industry. If you want to stick...
Markets Change. If it works, it's robust. If it doesn't, it's curve-fitting. Simple enough? --- Whether something is robust or not,...
Tell you guys what: "Mike Covel and Curtis Faith rules" Oh wait... we're forgetting two more guy... "Mike Covel, Curtis Faith, Russell...
As much I hope I understand your post... I'll be a bit stingy... If past history only shows us a tiny sliver of the possible market outcomes......
What ssb is saying is the same things as "The fact that markets change(has infinite variance), does not change". So we're talking about 2...
OK... This is beyond my comprehension (and it's getting scary...) It's either, I'm very tired or Mike's on something... Wait... Is this another...
:eek: :eek: :eek: OK... 1. Performance + "inferences"... Great. That's my whole point... it's an "inference". "Inferentially", Amaranth...
LOL
..---..-.-.---...---..--.-.-.---.-.---.-.-.-.-.-....--.-.-..--..-.-.-.-.-.-.--...-..-.--.-.-.-.-..--.--.-.-..-.--....--.-.-.-..-.-.-.-...-- :)
Your story is a bit fuzzy, considering that I used to live in Chicago... If your Dad's a local at the BOT, it seems natural to me that he's got...
Separate names with a comma.