Hi- Could someone share their long term backtest results vs what they get in real life, plus ways to make the two match closer? For example:...
Thank you, m22au.. There were still several more that I did not have on my list.
Trader13, thank you for your answer. It made me realize that focusing on different risk to reward ratio objectives was more important to me than...
When you trade mean reversion, would you want to require 1 long position to always go with 1 short position, even if one of the two was not the...
It's OK to disagree. But, in order to add to the discussion, would you please provide data that <I>rationalizes</I> futility of specific...
OK, looking at my 199 trades done this year and ordered by entry date, I have Prob(A) = 0.6281 Prob(A|B) = 0.6400 Also, just in case it...
Have you found it specific to Chinese small caps; have you looked into excluding or taking smaller position sizes in: a) other emerging market...
Rol, how many max concurrent positions per portfolio do you take to diversify away news related risk? Do you try to diversify individual accounts...
I shouldn't have said large caps. I exclude based on low volatility, and it just happens that a lot of large caps fall into that set.
I have different time periods optimization on my back burner..
I can see your reasoning with Chinese small caps. Did you consider excluding a subset of ETFs, such as commodity related ones (which have...
Does anyone have any quantified data on PEAD (Post Earnings Announcement Drift) in the context of short term mean reversion? Most of the PEAD...
They are safer but offer lower return (in absolute terms). The trick is to choose a proper objective which takes into account (relative or risk...
Thank you, Stoxtrader. Would you elaborate on why you excluded the above, especially with any metrics you have? For example, in regards to...
I concur with nathansz, to give AmiBroker a try. Main reason being huge user base with lots of examples all over the internet. You can simply...
Do you find it valid to exclude individual stocks because they have not performed well in a backtest? How many trades would it take and over how...
lindq, was your entry price in NXPI on 5/24 calculated automatically or you used daily indicators to put it in your watchlist and just watched the...
Thank you, lindq. Are you a discrecionary or a mechanical trader? Would you be able to share some backtest or live trading metrics you...
For those of you swing trading mean reversion, do you trade all stocks or choose to exclude certain sectors, such as: 1) OTC / Pinksheets (less...
Thank you, ogarbitrage. I have merged this list with a larger and older list I had. If you don't mind telling me, what sources do you use to get...
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