Does walk-forward testing/optimization give better results with your models/data? (I would find that odd.) I have no strict rules for data...
Maybe it would be easier to discuess if you took a trading model which wasn't secret and presented the full results? (Say: Buy/sell on two moving...
It is hard for me (or any other outsider I assume) to explain what is going in your datasets and optimizations. But if you have something that...
What is wrong with in-sample / out-sample testing and the sharpe ratio? I use those. Why not "whatever works for you"? I have no quarrels...
I would recommend this (in fact I have seen this recommended in an options trading book) if you work in an investment bank. This will give you...
And then theres the 25% move on earnings reporting. Not something to trade with a thight stop/loss.
I am trading this and I have noticed some wild after hours movement. Yesterday there is a spike up at around 5 pm. (Even more noticeable on...
Why the heck does it matter that you can reduce some legacy code to 1/5 (in number of lines of code)?! If it is well encapsulated, has got a...
This one pops up on Google news: http://www.nytimes.com/2009/07/19/weekinreview/19segal.html I wonder just how far away from "class...
Look thru the older most active threads at this forum:...
I browsed to these to blogs from Max's blog: http://quantemplation.blogspot.com/ http://blog.fosstrading.com/ Looks interesting.
As we all know the entire telecommunications industry is one giant Perl-script - so why not? :-p
Equalizer - let's try google: http://www.google.com/search?client=safari&rls=en-us&q=Sergey+Aleynikov&ie=UTF-8&oe=UTF-8 Apparently we are...
I think the biggest difference is the programming language/environment: R vs. C# or Java. C# and Java are object orientated application...
Ok. Thanks. I am a newbie at R. I did not mean belittle it in anyway.
lolatency - thanks for a good read
bodanker - what is the trick of "blotter"? I downloaded it and tried "the turtles" example. I don't get what is special about it other than...
I trade three ETFs that are fully shortable via my interactive brokers account. I trade them because the alternative futures would give me too...
I read nuclearphynance and the twsapi yahoo group.
Interactive brokers - via their TWS-Excel integration.
Separate names with a comma.