my response was not directly to you but in general - if you took it personal i didn't mean it that way. i have the utmost respect for all professionals in the business of course this includes larry, i made shit tones of money when his secrets of a hedge fund manager come out. we traded much of his stuff right off the bat.
Of course you do because there are so many variations in a MA crossover strategy. You are quite an interesting chap. Sometimes you post some interesting stuff but sometimes pretty dumb stuff as well. .
I said MA crossover as lone strategy signals (as described in the link). A simple Google search will point you to multiple articles where crossovers have been extensively tested and found to not generate excess returns. Keep in mind that fancy entries or exit conditions are turning this into a completely different strategies. I talk about an always long/short strategy that triggers on MA crossovers.
it's like saying : I am a drunk driver spending time in prison for killing someone in a head on collision. So cars are dangerous and no one should be trying to drive cars because their so dangerous. Just Google it I know it's the truth lol.
This must be one of the poorest comparisons of the entire year on this site. Anyway, I find it laughable how some dude doctors Sharpe ratios on a blog fiddling with some of the most simplistic algorithms and is called a professional hedge fund manager. Add to that, that his entire test approach and methodology is flawed and at several points outright wrong. Feel free to worship anyone with bold claims, I myself prefer to first look under the hood.
actually it was quite good but then again i am in my left mind so of course we are polar opposites in thinking. difference is that i can accept your odd thinking but you can not accept my logical thoughts. sad
Yes sorry, your comparison made no sense at all (to me) and I pride myself with a solid ability of logical reasoning. Back to moving average crossovers