Why don't you trade it, as they say, in real life using real money at 1/10th position size, for 2000 trades? If it's a really spectacular system,...
Make contour plots -- you only need 28 of them. The human eye+brain is very good at interpreting contour plots. Math: binomial coefficient...
I've fooled with similar things in the past. I recall that (backtest simulated) performance was improved when trades were entered using price...
I think you may have better success if you attempt to define (or to calculate) the asymptotic upper bound to scalability, for a given ensemble of...
Why don't you get Intrade to list a futures contract on this Cold Fusion concept? They already trade a contract on a different (competitor)...
It varies by broker. Some are allowing you to take new short positions the EuroSTOXX and the MIB and the CAC, others aren't. I am told that...
You could choose other allocations besides (Sys1=100%, Sys2=0%) and (Sys1=0%, Sys2=100%). Perhaps when the indicators are in Condition X, you...
Yes there is. I am sure you will find it after a brief search, and post it here.
Pinnacle Data rolls on the 11th. I think they do it on the Close. http://www.pinnacledata.com/clc.html You may want to briefly consider the...
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It isn't mandatory to roll your entire position on one fixed day. If you wanted to, you could roll 20% on day X, another 20% on day (X+1),...
I kinda think the USA's best friend might be CanaMexiBritian more so than Israel. And those nice folks from France, who gave us the Statue of...
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A CTA who offers to trade your account, will give you a document called a "Disclosure Document." Read it. The CTA won't trade your account until...
Van Tharp's book "Trade Your Way to Financial Freedom" discusses this on pages 253 to 255. Chuck LeBeau's book "Computer Analysis of the Futures...
There's another interest rate product on Eurex, that's definitely worth exploring. I trade it and I'm not alone. Schatz, BOBL, Bund, BUXL....
Here's one way to trade hundreds (or thousands) of different trading systems, out of a modest sized account: Trading a large number of systems...
Coolweb: I can predict the future ET: Why so can I, so can everyone. It's dead easy. What's hard is to predict AND BE CORRECT. Henry IV...
Yes there is. Here is how you can discover it for yourself. First, calculate your total risk of the position at the time of entry: ($ risk per...
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