Can you give an example of random strategy?
I find TA useful in a larger scheme of things. Fundamentals are also important to define risk.
I love coffee but the information you get about health effects is conflicting.
OOS testing is useless. I also agree that backtesting is useless most of the time.
I never try to pick bottoms, only tops.
I read the article in PAL blog few days ago but now I'm having problem accessing the site. I get the following response: Invalid request....
Markets have changed significantly since most of those books were published. The trend is now to follow blogs and not buying books. There are many...
The solution is simple: you use what works.
No, some commodity funds have too much capital for the available liquidity. For traders with no size problem these markets have been good. Some...
Try the Numerai competition with 21 features I believe. ML is overkill for these 10 features. You can use (0,1) weights to optimize. Q: why taking...
Useful program. I have tested a dozen of models in Quantopian and I use two for real trading. Robustness is very good but won;t be reached in a...
Has anyone any experience in trading in both futures and spot fx trading?
Almost everything you need to know about developing systems, backtesting and the pitfalls of the process that can potentially save you a lot of...
CTA performance http://bit.ly/2tbuv8H http://bit.ly/2u5Pi1S
How random does the Nasdaq chart look to you?
I don't get this. Can't a US person open a regular forex account with $5K say and trade with 50:1 leverage? What is this story about $10M accounts?
This is true and I remember this from Michael Harris' blog, just found the link in my favorites.
Bitcoin?
Most traders lose because their trades are indistinguishable from the trades affected by coin toss. This is probably the most important analysis...
FYI SAC is no longer around. Rennaissance uses data mining and machine learning. That is not classic TA.
Separate names with a comma.