They haven't?
Do you skip new trades only, or also fail to honor stops and get out of losing trades?
I lived in Saratoga, right next to Los Gatos. The traffic was taking up half my life. It took me an hour to get to work, which was 9 miles...
I've lived in a lot of different cities (Seattle Washington, Portland Oregon, San Jose Calif, Los Angeles Calif, Tulsa Oklahoma, Oklahoma City,...
No need to apologize. Ignorance is the initial default for everybody. You are asking the right questions. You can learn just about...
Toby is 100% correct. I would stick that money is a diversified exchange traded fund like IWM or MDY (or a little of both) and forget about it...
Check again. Reasonably current Excel versions do have a spell check feature that works perfectly fine on the chart object. I just didn't use...
The CRSP database from the Univ or Chicago. A product called MarketQA from Quantitative Analytics. A product called Unfair Advantage from...
The most successful CTA's in history haven't come close to those numbers despite having every advantage (experience, infrastructure, structural...
A graphical representation of my experiences with the ever seductive "high winning percentage".
Depends upon the type of trader. A corporate trader who's job it is to maximize his/her arithmetic mean must posess strong denial skills or...
I think what acrary is saying is that he entered the game with some preconceived notions and built a foundation to support them. Then constructed...
It looks to me that IBJ was simply conveying facts to you. It's a common phenomenon: people trying to short stocks that are not shortable. Don't...
How can you select at random (sample & replace) and maintain sequential correlation at the same time? I have always been under the impression...
Regarding your backtested results, does your analysis properly account for corporate actions? Were delisted stocks included in your analysis?...
Hmmm...it's a small difference. Could it be due to transaction costs associated with the kind of broker that "foreign" investors have to use? I...
You need a collection of trade results, the more the better. If backtested numbers are used make sure realistic transaction costs (slippage &...
I can't believe I just wasted 20 minutes of my life reading the recent posts on this thread. I'll never get that time back.
You are right to conclude that position sizing is the most important variable in real life. But that was not the point of the paper. The paper's...
Yes please elaborate on the "flaws" and how the results were "skewed".
Separate names with a comma.