The forward test of the last 2 years or so, did not agree with your bactest results. Do you want to take a guess as to which EQ curve it did agree...
Mon ami, worthless is using a worthless portfolio that is in contrast to portfolio conditions recommended by the original author of your backtest...
Let's look a little closer at your post... Yes please note how the "A Team" Approach used ADDITIONAL conditions that Jack, the documents...
You are absolutely correct mon ami. What we do have is several posts, like this one, BY THE ORIGINAL AUTHOR might I add, that describes what types...
LOL!!! Great pic coach. I've got to keep that one. I've had too much time to kill... Should have spent it working on my new toy (ie. Neoticker)...
Please remind folks why you didn't use the portfolios that the original author recommended, for the Nth time??? :cool: In case your memory is...
Don't forget to point out that you used the wrong portfolio(s)... AHA
T28, will you give me permission to improve SPM??? :cool:... Stop being lazy and use the search feature. Everyone else does!
NOW, NOW (ie. pun intended, haha)! Tell the whole story T6. Your EQ curve, and this EQ curve. Your EQ curve was based on conditions that are...
We are just getting the facts straight! You chose a portfolio of your own choosing and not one that was recommended by the author of the original...
EXACTLY! So that was your first mistake in assuming what you chose would be sufficient. That's why he had many posts like this one here. It talks...
Also false! If someone asked you what will the barometer read tommorrow, you can also guess a random number despite not having any clue as to...
False. If someone guesses that it is going to rain tommorrow, that has nothing to do with what happened yesterday... Nonetheless, it is a...
Let's refine this example a bit. Take the daytona 500. You have a few dozen cars in the race... When the flag comes out, the cars are full...
Agreed! Perhaps traderdragon2 wipes his arse after a #2 in order to clear the area for future use. I would presume most people wipe because NOW...
Ah yes... When it rains, it pours. Mon ami! NONE OF THE ADDITIONAL CONDITIONS that YOU USED were in the original document either! For the Nth...
So we find that we have to keep refining what it is that you said... You said Then you said... Then you said... Mon ami, the above is what...
YES, ALL BS ASIDE. So by choosing an ADDITIONAL condition that is a portfolio of "randomly selected S&P stocks", your portfolio backtest shows...
So according to your above statement, you had to add an ADDITIONAL condition to the code in order to get your negative EQ curve! So now the...
Mon ami, that is how you price CREDIT trades. You take all those risk factors, simulate them and you get the NOW price for the transaction....
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