should have read "the summation of 1-1/n /...
let me try = (1-the summation of 1/n ) /(1- the summation of (1/n)+[(1/(2^n))* "n choose (n+1)/2"] as n goes from 0 to infiniti.) too...
Good luck with your new gig! It sounds like you've done the grunt work and it's finally coming to fruition.
2. portfolio models, ok... 5. Functions/no functions that's not the point. Take the idea first, decide if it's useful and then how you can...
So, let me get this straight... you have key statistics that you use for the sub-categories that ulimately tell you how to allocate your money....
I understood your autocorr. post correctly.. what I was saying was that if the autocorrelation of the subsystems equity curve is not a function of...
Note that this autocorrelation is trivial if its just a function of observeable market. If not.. well then you have discoverd something which can...
The topic of combining multiple systems should start from a practical and qualitative view point. All financial markets are tied together in...
I didn't use your post as a starting point, but the first objective I came up with happened to be your question. I quickly assumed that my...
Just to reiterate what TSGann said and to further organize. Goal: define a methodology for combining multiple systems Objectives: a....
TSGann.. I don't think the original point was about the paradox, but was used to illustrate the example of profiting from 2 "losing" strategies...
Perhaps one day they'll be Equity Curve products to trade which will give those losing traders with some steady income. Of course the caveat is...
If you have multiple strategies (let's say the are all losers) which have an indentifiable mean to which they revert, then it is possible to...
If a fund is a buyer, then perhaps they could move the market lower and then accumulate. Or what if they wanted to accumulate in a market they...
If you guys feel the need to argue, do it in PM's. Or, if you feel everyone will be impressed by your witty reply, then start your own topic on...
So, you're basically saying "it is what is"? In you're first post, you described price by the velocity and ferocity. I understand these to be...
With all things being equal, that would indicate indecision. Let me rephrase my question: Does price action give any indication as to the...
I'm trying to start a fruitful discussion on price action and market participation as a basis for possible strategy building. Please don't...
If two systems are volatile enough, neither of them have to be profitable to get a profitable total system.
Should your system work in previous years (based on the fundamental idea driving the system). If yes, and if you have enough sample trades...
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