Another set of test results which was interesting: Drilling down from what I did with the previous test, I have 12 models running tests the...
I've had that in my mind already... 1. I would have to start off with a profitable model or the whole test is going to be perceived as...
Of course, I understand what you mean. And from your initial reply, you mentioned about Sharpe so I pulled out another set of test results. In...
Here's another one: I tested the well known fitness measures that you typically see in retail level testing platforms and ran whether or not...
First... Testing with large sets of data. I took six models all profitable which I trade. I picked out the 6 models considering that I am...
There are plenty of conventional knowledges that are perceived to be true but in reality are very trivial (situationally correct). We had a lot...
A loser as a discretionary trader stays a losing trader, no matter what. This travis dude claims all these stuff about systematic trading but...
I agree with ya. There's plenty of PF 1.5+ models (that are static) performing for 20+ years... Actually, it's not so hard to make... few ways:...
I have a very good reason to disapprove of your claims. I'm not going to bother reposting stuff......
I wouldn't exactly conclude it as that. Just like discretionary traders with charts, you only percieve an abstract of the information or a...
Rebates. Just an example from BATS: http://www.batstrading.com/FeeSchedule/
Off topic... But a PF with 1.00001 and 10.0+ doesn't help if the market changes and the system stops working... All the talk about backtesting...
Sorry... you're right. After looking into it, I found out that my sources were wrong. http://www.investmentnews.com/article/20080428/REG/247052475
1. Depends... Because... From the OP's previous posts, he seems like an academic dude... most likely, more knowledgeable than most in ET... So...
The following is a test I've done... 1. The top column is the length of the test period in which the model initialially ran their backtesting....
I'm reading too much BS in ET about.... obviously it's nothing new but... the significance of backtesting with a long historical data and running...
Good thread. I'll add a few things. Cherry picking is a major issue with money management because you're trying to take a non-biased...
Since everyone across the country is repeating the phrase, "Who is Don Bright?", it is natural that many people have attempted to answer that...
Great... tickzoom is now "Sir Spam-alot"... Just another series of action that makes a regular ET poster want to diss on... Seriously......
The studies done is trivial. HFT / Algos DO affect the market. I was under a similar discussion with a few guys deep in the operation...
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