I used rolling-window in-sample training and out-sample testing, and then concatenate the out-of-sample testing returns all together,...
I have a feeling that the modern portfolio theory (MPT) is all about stock investing,... where can I find portfolio optimization book for...
Hi all, How does one handle the too-many-trades problem in mean variance portfolio analysis? Let's say I have 10 trading strategies, each...
there is no mean-variance portfolio optimization in AB? anybody please give me some pointers? Thanks a lot!
I have imported 5000 symbols, and would like to run the Walk Forward Analysis on each symbol, one by one. And of course, for each symbol, the...
Couldn't find it. The yahoo group is inactive. I am a trial user... Thank you!
What does the folllowing mean? Thanks! Buy=ExRem(Buy,Sell);Sell=ExRem(Sell,Buy); Short=ExRem(Short,Cover);Cover=ExRem(Cover,Short);
Computed on each out-of-sample test period and then average them? Just don't understand why I got unreasonably high Sharpe ratio after the...
I set to "futures mode", I don't care about "margin/deposit", and I don't care about "transaction cost" for now, as an initial try. I don't...
Hi all, Let's say you have 3 trading strategies, and you form a basket. The model gives you the "ideal" number of contracts at any given...
Hey folks, I just started my journal with Amibroker today, frankly this is my very first experience with such as software. Previously I wrote...
Which book has Amibroker sample codes? Just started exploring Amiborker. It's going to be fun. But where do I find sample trading systems?...
Which software has position sizing/weighting in a porfolio? Hi all, Can anybody point me the a strategy-testing software that has "optimal"...
Conferences/seminars/trainings, etc. I am thinking of getting off from work for 2 weeks and go somewhere to attend some trading training...
Hi all, I am looking for a tutor and then a consultant for learning trading softwares asap. If you are familiar with the following trading...
Lets keep a loop among ourselves... Mostly I am interested in attending all (quant) trading seminars workshops, conferences in NYC... Lets...
Any pointers to good systems? Thanks a lot!
Hi all, I am looking for some good sample FX trading systems to enlighten me a bit... Which software have good FX sample trading strategies...
Hi all, I am looking for a software that can do a good job in portfolio weightings, positioning, bet sizing, etc. Of course, speaking of...
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