My opinion is that you are wasting your time with this one.
Calibration parameters constantly change. This is one reason trading is hard.
I think he is like a medium frequency trader. Most of his money were made before HFT via data-mining. Unless you think he lies, do you?
You can use excel for that. If you are more sophisticated you can use R.
Good article from the Quantocracy mashup. I agree that trend-followers are gamblers but when they win the profits worth the pain.
Most people trade to make other people rich. It's a form of wealth redistribution in a capitalistic system. It works.
That was enough to make him go away.:)
Now we wait when they will be fired.
Anyone can write software to create trading systems. That was a midterm project in one of the classes someone I spoke with took in the past. The...
Maybe it works for stocks but not for commodities in general.
Prices are not random walk. They are almost a GMB. Take a look at this excellent blog by a young talent. The only reason you do not get large...
Forget about books and courses. Do not spend a dime on them. They do convey misconceptions in most times. Often those who write a trading book do...
There is no way to claim backtest results are statistically significant. Nobody said you made claims of profitability but you made basic...
Those are not opinions. They are facts based on established statistics. Note that you wrote: So do I read this right or did you write one thing...
See my response in the other thread about your other test. This test is also irrelevant if it is based on results from a backtested curve-fitted...
Are you a joker or statistics illiterate? The null hypothesis of the test with the 16000+ trade requirement for 1% error at the 95% confidence...
In my opinion results vary based on lookback period. Too speculative form of trading. I recall in 2008 many stat arb traders went bust. Momentum...
Probability of success of 50% doesn't mean that reward:risk is 1. What about if reward:risk is 5? Also, what about if the system does...
You wrote this: It does not make any sense. You have a program and I don't doubt that. But do you know what it does exactly? Do you have a...
How did you come up with these numbers?
Separate names with a comma.