Interesting you mention no losses? Do you trade for real? Are you some kind of promotional trading wizard? Indeed you can smell them from...
It makes your head spin!!! For some it is a place where assets are transferred from one party to another, legally, hence the wearing effect...
Every living organism has an infinite variance. Guess what, when you are dead variance drops to zero! Indeed stocks go to zero so variance is...
In theory there is no difference between theory and practice but in practice there is How deep are your pockets? :D
Be suspect of everyone, including myself here So yes test EVERYTHING, including Acrary's bullshit
How quickly do you want to lose money?
$300k+ on option spreads in 87
No stops will kill you !!! Stops in will help greatly but to do it business like lots of capital is needed!!!
Post your returns (all of you) or get lost kids!!!
Shorting ELX at $28 back in 01 and seeing it rally to $46 without covering (Goldman Sachs upgraded it in the 40+....he he he). Added on the...
Those of you, who perform tests back and forward may I ask you what your returns are over the last two to three years? Proper or no proper...
Like it or not Back testing and Forward testing are no different and both activities fall under the umbrella of so called historical data fitting....
Before you open your mouth Mr. Turtle post your trading performance over the last2 years! :D
Supposedly Curtis Faith, an ex Turtle trader, is interested in writing a book on trading. Now, being a trader myself, I wonder how on earth...
Acrary's edge testing is no different to overfitting efficiency testing ;-) The higher the historical pct numbers the worst the real time...
Many thanks I think I will try to come up with some hard and fast rules ala optioncoach... Additionally by constantly refitting the underlying...
Are you saying that cash volatility is a good proxy for the volatility of the contract 6 months out? I will test using cash prices and will see...
Thanks Tradestation? LOL .... I use all in house backed staff! I meant ED as in eurodollars
Thanks Wrt options on futures, eg. ED, how would you go about simulating using back-adjusted contracts and in particular how would you...
optioncoach, when you simulate viability of any of your option strategies, using computers, do you rely on cash or futures S&P data? In case...
Separate names with a comma.