care to elaborate as to why?
Karthik, I hate to break it to you but in that case you may not have a profitable strategy at all, just a strategy that found something/exploited...
That's the thing that kills me too. I'm not sure how often I've heard during interviews "well if it doesn't work you just do the opposite". Once...
Do you think they eventually figure it out or they've no intention of trading their system anyway?
Read one more line .. Do you think a solid system works on most markets or do you think it's ok to cherry pick?
Some of them for sure. Others however seem to want to do the right research but come up with completely different results. I wonder how much of...
Thanks for that input. I've been struggling with that in the past quite a bit, always looking for a decent slow walking equity curve but you're...
Definitely highly optimized/curve fitted. Right now it seems the cost are roughly the same as the profit but I've estimated the cost very...
I searched for data quality, didn't get any hits, so my apologies if this is already covered -> in that case please point me to the links...
Some of the pairs are indexes, some of them are sector related and some of them are not related at all. I eliminated the unrelated ones, e.g. AA...
Yes, selling my soul cheap but unfortunately only to the equity indexes ;)
Good questions, for many I actually don't have an answer. I haven't calculated the average ticks per share, I guess it highly depends on the...
I'm playing around with a new system. It's based on a pairs trading trend following strategy using a single highly optimized input parameter. The...
Separate names with a comma.