that's not necessarily true. system's ability to over-optimize is a function of a) the number of trades and b) the number of system parameters (ie...
sure, but that's not what i meant by "intrinsic value". i mean when you buy a stock in a company, you actually buy real value -- a portion of...
well, think of it this way: there are always two parties to each futures contract. one agrees to deliver the goods on the expiration date, and the...
FWIW, with Datek you can flip the position in one order, but no, your order cannot exceed your current buying power. - jaan
i thought i'd mention the ultimate source for historical tick data (stocks): http://www.nyse.com/marketinfo/taqdatabase.html each month is...
here's another idea: why not make the number of displayed threads equal to the number of new messages on the forum, with some min/max limits...
i really wonder how can they (the bullet firms) do that? the only way i can imagine to avoid paying the spreads (both on the put and long stock)...
actually, there is a way around this (this requires additional development, though). basically, you add an 'attach' button next to the browse form...
this has been covered ad nauseum, but at least admit that it's risk adjusted P&L that matters. otherwise i could go out, buy $10k worth out of the...
hitman, please ignore FIREHAWK's post -- that was a textbook example of a flamebait. - jaan
precisely! that's the very thing that i keep telling people. while i would never argue which approach - discretionary or mechanical - is...
hehe, freaky, isn't it? basically, there are numerous experiments that demonstrate this. a typical experiment involves firing an electron from...
i see, LOL. nono, the QM most definitely does not challenge the scientific method! i believe you are misinterpreting the "act of observation" in...
dottom, just wanted to use a little bandwidth to thank you for your effort of putting together what in my view was the most interesting and...
well, i claim that they are mostly random, and the trick is to take advantage of the small non-random component that's there due to the...
thanks, based on the above i know i need it, at least in the short term :) peace & good luck to you too. - jaan
hitman & magna, i think you are slipping into patronizing here. i for one find this thread both interesting and relevant. sure, i have an...
voodoo, i don't disagree with much of what you say, but i think we're getting entangled in details. so let me distill my point: trader's...
umm... i can see that i'm having difficulties making myself understood. so let me rephrase: it is perfectly possible to specify a system...
still, i don't think this requirement will save your test. in my "raging bull" example above, it is really easy to define a corresponding system:...
Separate names with a comma.