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  1. most suitable optimization dedicated hardware spec?

    I recently bought a machine specifically intended for huge parameter-sweep backtesting with Trading Blox. A typical "job" runs for 2 days and...
    Post by: MGJ, Sep 15, 2010 in forum: Hardware

  2. Turning on and off a strategy ...

    There are other possible actions besides "turning a strategy off" and "turning a strategy on". Perhaps you may want to alter a strategy's...
    Post by: MGJ, Sep 14, 2010 in forum: Strategy Building

  3. Best way to protect Add-on Software?

    Build hardware. Map some critical sections of your software onto a peripheral device accessed via USB. USB device not present? Software no...
    Post by: MGJ, Aug 30, 2010 in forum: Trading Software

  4. Back testing futures -- last trade or best bid/offer?

    There's a member here named "mizhael" who works for a hedge fund -- admittedly as a grunt, a bottom of the totem pole gofer, a clerk. However he...
    Post by: MGJ, Aug 30, 2010 in forum: Strategy Building

  5. Mean Reversion In Stock Index Futures Markets: A Nonlinear Analysis

    Broadly similar to the analysis in Trout's thesis. He parlayed it into huge success, an interview in the 2nd Market Wizards book, and permanent...
    Post by: MGJ, Aug 30, 2010 in forum: Professional Trading

  6. Who are the losers in futures trading?

    Does it surprise you to learn that someone has written a book about this? [img]
    Post by: MGJ, Aug 26, 2010 in forum: Index Futures

  7. Secret Formula: Sqr(3) * Kelly Ratio?

    In (this plot), the optimum fixed fractional risk-per-trade which maximizes (profit/drawdown) is different from the optimum fixed fractional...
    Post by: MGJ, Aug 24, 2010 in forum: Strategy Building

  8. Who are the idiots buying bonds for 1% interest?

    I am one of the idiots buying bonds. I anticipate that prices will continue to rise, so that I can exit the trade by selling the bonds at a...
    Post by: MGJ, Aug 24, 2010 in forum: Economics

  9. How much would you need if there is a collapse

    I think this is a reasonable way to express it, but I'd recommend you inflate the number to about 400 oz of silver per month PER FAMILY MEMBER....
    Post by: MGJ, Aug 19, 2010 in forum: Economics

  10. TS Add-ons for strategy development?

    These are just two different ways of visually presenting the exact same set of underlying data. The data itself comes from an optimization run...
    Post by: MGJ, Aug 19, 2010 in forum: Strategy Building

  11. TS Add-ons for strategy development?

    I actually prefer contour plots (rather than 3D diagrams) to view optimization results. Gnuplot (free software) can make them; so can Microsoft...
    Post by: MGJ, Aug 19, 2010 in forum: Strategy Building

  12. Fitness Metric: Sharpe == RAR?

    There are a few things to notice about the scatterplot. The system with the highest (CAGR% / MaxDD%) ratio ("C") does not have the highest Sharpe...
    Post by: MGJ, Aug 15, 2010 in forum: Strategy Building

  13. Fitness Metric: Sharpe == RAR?

    System simulators usually offer dozens of different measurements and statistics, that give you different ways to analyze the results of a...
    Post by: MGJ, Aug 14, 2010 in forum: Strategy Building

  14. How many days locked limit up/down?

    Doesn't anybody remember Bunkie ? NBH? He's got an entry in Wikipedia. [img]
    Post by: MGJ, Aug 12, 2010 in forum: Trading

  15. CTA - can you also trade equities???

    Ask your lawyer. Since you are setting up a CTA you do have a lawyer, yes?
    Post by: MGJ, Aug 9, 2010 in forum: Professional Trading

  16. Top 10 Basic Math Indicators

    There's a pretty good analysis in Chande & Kroll (amazon link) chapter 1: An Abundance Of Indicators. Here's one representative figure. [img]
    Post by: MGJ, Jul 16, 2010 in forum: Technical Analysis

  17. Developing a profitable system(infrastructure) on a (pseudo-)random data

    Mike805, I programmed your idea (I think) and tried it out. For the price stream I used the most recent 1000 daily closes of the emini S&P...
    Post by: MGJ, Jul 8, 2010 in forum: Data Sets and Feeds

  18. Whats on your wrist today?

    Mine's the Eterna "1935" with chronograph feature. Bought it five years ago and have replaced the strap once. Miraculously I found an image...
    Post by: MGJ, Jul 8, 2010 in forum: Chit Chat

  19. Developing a profitable system(infrastructure) on a (pseudo-)random data

    I found the attached explanation of the arcsine law, at this link: http://tinyurl.com/3x7269y
    Post by: MGJ, Jul 7, 2010 in forum: Data Sets and Feeds

  20. Developing a profitable system(infrastructure) on a (pseudo-)random data

    One way you could (I didn't write "do") approach the problem, is the methodology embodied in this commercial product: http://www.stratasearch.com/...
    Post by: MGJ, Jul 7, 2010 in forum: Data Sets and Feeds
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