The mean I came up with is 10.98% If you throw out the right tail (don't hold your winners) the whole thing goes negative.
chart
I computed the terminal wealth and compounded annual rate of return for all stocks that traded on the NYSE, AMEX and NASDAQ between the years 1983...
The exact definition of trend following will be argued for many years to come. I want no part of that discussion. There is survivorship bias...
14 of them are trend following programs; a few are mixtures of trend & volatility trading. There is one arb fund. John Henry runs only the fund...
Looks like you cherry picked the worst performer. How surprising. Campbell Financial M & E (Large) -0.33 Crabel Diversified Futures...
Regardless of how you measure correlation make sure you are familiar with the phrase "correlation breakdown". Correlations between stocks are...
My software is custom built at a cost much higher that 27k. It's worth every penny. You paid $60. It's probably worth every penny. This thread...
Congratulations. However, I fail to see why you felt this thread needed to become about you and your needs. Both seem to be rather off topic.
No, you didn't. You only ensured that you don't have the software needed to accomplish the tasks he outlined. However, you did manage to funnel...
Unfortunately, high fixed costs are part of the barriers to entry that keep the majority of individual traders on the wrong side the 90:10 rule....
I used Expo for awhile back in 2001 - 2002. It was excellent; no complaints; just wasn't a good fit for our firm's needs. If you have the...
Professionals routinely pay more than this plus monthly costs in excess of 1k for a complete solution (true portfolio testing & same logic forward...
I believe http://www.fasttrack.net/ has the ability to do this (maybe via an add-on tool). Also, fasttrack can properly adjust for cash...
Sorry, that wasn't meant to have any significant message to you. I've been thinking about your situation for a few days now. I commend you...
After a time skill ceased to matter. The water became so crowded with other surfers that crashes and fights were more common than nice long...
This might be the best post I've ever read. Bravo!
Why do you believe the oil is "ours"?
The dark green line at the bottom of the chart is the equity curve of professional short-sellers since 1993. It would take a whole book to cover...
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