Hmm... You might be right! Why not just rank using the sharpe ratio indeed? I will ponder this question tonight... Thanks, nice to hear some...
Yes, you're right, i'm trying to find the most 'efficient' system. If you say you don't think that's a bad thing, do you mean that it would be a...
When I ask "how would that be linear" i mean that if i get a slightly higher AVG on System2 than System1 and also System2 has a slightly higher...
Hehe, you posted an instant after I mentioned sharpe ratio, so you have my question to your answer already. How would that be linear? My goal...
Yeah. I know what you mean. For example systems with huge stops get a returns distribution curve which has the biggest peak at a slightly positive...
I mean, if i just did: Score = Average Daily Profits * Sharpe Ratio that wouldn't be quite relevant as i would need a linear scoring system....
Heh, you guys are coming up with the same solutions I considered. @DontMissTheBus Yes, conditional is interesting but consider having values...
This is a question for those good at Math and probability. It has to do with probability distribution and probability mass function. Now, let's...
Hmm, ok what EU debt exposure is she talking about? Is it likely that she really does have some insight into other firms debt exposure or she's...
Still no reply, I see? I was expecting some strong statements from the main two opposing camps. intradaybill and MAESTRO. Got anything for...
Uhh somewhere between 50 and 1150 i think. 753.21 is about the mean value according to my incredibly complex statistical analysis.
LoL doomsday predictions are always fun. Ok ok let me do my one... err, how about... in 30 days! no no wait, i was joking. February 10th...
:D Didn't see it before! I don't find it weird, just kinda funny really. The platform designers aren't that important, i'm more concerned with how...
Yes it is mostly a masturbatory exercise, I agree. But still, like i said, it's just an idea and not a very good one, I admit. I feel there are...
True, the discussion is getting pretty pointless very fast. I was just saying it could be done. So many scams out there...
How will they know? The bank can simply say the algo underperformed. Is that reason enough for a subpoena you think? I think not. The SEC is...
Ok C2 or prop firms, doesn't matter. Some prop firms will buy signals (in case you didn't know) and have their traders interpret them or act upon...
Well ok, collective2 is small but imagine selling this to prop firms. Legal risk is minimal short of a subpoena.
A commercial such as a big retail bank with an investment division creates a daytrading algo that works consistently. It only works with a limited...
I've read ALL of the posts within this thread from the start. There have been some great interesting debates, minus the pissing match somewhere...
Separate names with a comma.