How a question is framed implies something about how it will be interpreted. It is different to ask someone to argue a specific way than to simly...
Yes, we do. :D
BOXBOXBOXBOXBOXBOXBOXBOXBOX BOX......................................BOX BOX......................................BOX...
The results are extremely suspect under even a cursory examination. Their traders do not have realistic uncertainty, objectives, or incentives....
mksummny, How do you decide where to place your orders so long before the market open? How long into the day do they usually last before...
Hello, The above is the error. Total purchasing power goes up over time because of real economic growth (as others have stated). Hence, the...
I didn't know you were Robert Greene and Joost Elffers. At any rate, don't you think there are better ways to the top?
The more complex your system, the more (independent) trades should be in your optimization period. In general, however, I limit my optimization...
It's always good to check if slippage / fill assumptions are reasonable, but using the worst price of the day seems very extreme to me. If the...
You may wish to consider: 1) Reducing slippage to 1c - you can get VWAP for 1c as an institution (although this does have some slippage in it...
Hello, There are a few issues that you should consider adressing before implementing this system. 1. It sounds like the system does not act...
Ahh Should have thought of that. Thanks very much! Morgan
Looking at Esignal tick data for AFFX, I see many instances where the bid = the ask, but there is no subsequent trade... any ideas why? Thanks,...
Mill sounds good Sushi is OK
I believe it is 25 days for the quiet period
Yep.
abogdan, We estimate that the system can manage 25++ million without significantly affecting performance (we performed liquidity checks). As...
Hello, I and my partner have created a trading system, and would like to create a track record. We have done rigorous testing. Walk-forward...
Hello, Differences in the profitability of strategies have been documented in several academic journals. Many especially note that several...
Tharp Forum: http://mastermindforum.com/phorum/list.php?f=9
Separate names with a comma.