They're quite clear about this when you sign up for an account: "The transactions you are entering into with mb trading futures are not traded...
I have a question on EFX. I've just started using this platform, so please forgive my ignorance. I'm currently short a position and want to add a...
The classical textbook is Bradley Efron, Rob J. Tibshirani. An Introduction to the Bootstrap. Wikipedia also has some useful information
you're welcome. good trading to you!
sorry that I overlooked your question. It is called a nonparametric bootstrap.
I posted an example spreadsheet in another thread that you might find useful:...
ok, let me try to explain the confidence interval very briefly. Suppose you calculate a statistic (e.g. expectancy) over all your trades up to...
no, it's not just rearranging (in that case statistics like the profit factor or expectancy wouldn't change with each new run, also the endpoints...
One possible approach is resampling (bootstrapping): - Suppose you have 100 trades, each with return R. - You draw a random number N between 1...
You can contact the owner, Matthew Klein, directly through the site and discuss your situation with him.
They only show *closed* trades to people that are not subscribed. One trick I can think of is start a system that doesn't allow subscribers....
Monte Carlo simulations in Excel are straightforward: - use the RAND() function to generate randomness - use the Data Table functionality to...
Andrew Lo's papers might be of your interest, e.g. http://web.mit.edu/alo/www/Papers/techanal.html
From Oanda: "XAU/USD Spike Correction The XAU/USD price movement at approximately 06:39 EST this morning on both FXTrade and FXGame was due to...
also note the DEC LA36 DECwriter II Terminal in the front. http://www.columbia.edu/acis/history/la36.html
Any progress on this?
I've been reading this thread with great interest and have a question about correlations. Are there any concerns that correlations might be...
I think if you're just interested if the strategy has a positive expectancy, you don't need to build a distribution of the trades. You just sample...
Ok, here's an example how to do #1 in excel. Enter your returns/trade in column B. You'll find a random sample of these trades (40 in the current...
#1: You can do this is easily with any programming language or statistical package. Excel could work as well. #2: I think there must be...
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