ATTENTION....Tomorrows 7-13-22 CPI will come in below est.

Discussion in 'Economics' started by Rickshaw Man, Jul 12, 2022.

  1. Millionaire

    Millionaire

    Exactly.

    The claimed NQ Algo stats he posted above indicate a Share ratio of almost 8. Major redflag pointing to it being complete BS.
     
    Last edited: Jul 15, 2022
    #51     Jul 15, 2022
  2. Overnight

    Overnight

    Nope, I disagree. And this is where it gets weird...

    I have seen a lot of stats on systems during my years here posted by other folks, and I have seen a lot of manual traders. And most folks here know I have zero love for Rickshaw and his zero risk BS.

    I think his automated strategy is legit, but his manual trading is suspect.

    The autostrat stats looks real to me. Now whether it is sim or not I cannot tell, but I would gladly take his autostrat stats over my real stats any day.

    The manual shit like his YM trade, Mreh, he needs to work on that PRM if he wants to get funky and flaky with manual trading.

    But the weird thing is, as much as I hate this guy's zero risk attitude, that autostrat looks real, and I like it.
     
    #52     Jul 15, 2022
  3. Millionaire

    Millionaire

    A Sharpe ratio of 8 looks real to you?

    The only Algos that might do that kind of Sharpe Ratio of 8 are high frequency algos.
    And his isn't high frequency.

    A sharpe ratio of 'just' 3.0 for a non HFT algo is amazing, almost holy grail.

    8 is just so off the charts, it is absurd to even think for one second that those stats are realistic.
     
    #53     Jul 15, 2022
  4. Overnight

    Overnight

    I don't look at sharpe ratios. What I look at is the trade stat screen, and what I see gels with a realistic scenario. I can envision how it can be possible. That's why I say it is weird for me to endorse what I see from zero risk overnight-markets-always-goes-up man.
     
    #54     Jul 15, 2022
  5. Eyeballing the ladder
    10 pts slippage on a market order of 50 YM?
     
    #55     Jul 16, 2022
  6. Millionaire

    Millionaire

    Only 50,000 screen hours?
    That is only watching the screen 6.5 hours every day for 30 years.
    You call that commitment?
    That's ridiculous, everyone knows it takes a minimum of 250,000 hours of screen time and commitment to become a master trader.
     
    Last edited: Jul 16, 2022
    #56     Jul 16, 2022
  7. SunTrader

    SunTrader

    And that is my issue I have with anything he posts. Stats don't jive with his rhetoric-shaw. ;)
     
    #57     Jul 16, 2022
  8. After spending 18 years around here I've learned a lot of people are insanely jealous. Trying to put down anyone who actually succeeds, making up ratios without having all the data, just to make someone look bad. Spend more time trying to better yourself, than wasting your time putting others down.

    Screenshot 2022-07-16 084307.jpg
     
    #58     Jul 16, 2022
  9. Millionaire

    Millionaire

    Those are not the ratio's for the NQ algo system you posted in you previous posts
    Those system stats had almost double these ratios.
    You previously posted system had a Monthy Sharpe: 2.25 and an Annualized Sharpe of almost 7.8.

    But even a annualized ratio of 4.36, for a low frequency trading system, is cloud cuckoo land.
     
    Last edited: Jul 16, 2022
    #59     Jul 16, 2022
    SunTrader likes this.
  10. summer rally for 10 working days. then short.
     
    #60     Jul 16, 2022