What do you think is the probability of SEC filing charges with absolutely no evidence besides "he timed it great!"? And by the way talking can...
What do you mean? They would arrest/prosecute you with no proof? Is there any legal obligation for you to provide them with proprietary trading...
What would happen if you told SEC to go fuck themselves? Trading strats are proprietary.
Oh, so you lied because you thought I'm "manipulating" you. LOL you need a psychiatrist, bud.
is this forum about choosing the best broker and data feeds
Haha. This is why this forum is shit. There is no incentive to share absolutely anything of value.
How have your systems tested with WFA fared live? Was performance in line with testing? If so, for how long?
Well... then it's SOLVED. All we need is to use "sliding window optimization" and our system will always work live and will work forever. /s
As you correctly my point is about traditional optimization/backtesting not the "WFA". As you describe WFA is basically "rolling window" optimization.
Optimizing on seg1 and then picking only strats that look pretty on seg2 will result in a similar selection of strats as optimizing on the whole...
If using just segment 3 is as good as the combo of 1 and 2 then it would be reasonable to use segment 3 of maximum length so our model can...
We all know what shitty and pretty equity curves look like. There is no issue with quantifying it. We can use Sharpe ratio, Sortino, R-squared or...
No, model_n will not be selected by the class testing on segment 3. They will see that it did shitty on segment 1 part of segment 3 and will...
The end result is the same though! By keeping only models that look pretty on a segment 2 test we have in fact manually optimized the system to...
Suppose we have 1000 models. Two classrooms in two different rooms get the same models and the same data. The first classrooms is full of...
And I think you're right. I think it was an established criminal conspiracy involving the very top management of HSBC. I mean this guy was global...
Fuck this piece of shit. Guys like him make the whole industry look like scumbags. Talentless hack. There's no talent in front running customer...
I think virtually anything can be blamed on the Russians. I can't get it up? The Russians hacked my dick!
It's been proven that most financial time series are not a random walk. Anyway if we believed that I don't think any of us would be on this forum.
So if you're not here to discuss and explain the reasoning for your opinions, I'm just curious what are you here for?
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