Jack Hershey teams up with Joe Ross to play Craps

Discussion in 'Automated Trading' started by fordewind, Apr 29, 2017.

  1. dklb44678

    dklb44678

    Happy curve-fitting!
     
    #11     Jun 16, 2017
  2. It defenitely is.Unless you constantly use it you lose it.
     
    #12     Jun 17, 2017
  3. dklb44678

    dklb44678

    Define "constantly".
    I use 2 types of strategies: a conservative one, that never changes and focuses on long-term-stability. an an aggressive one, where i adjust some parameters from time to time.
     
    #13     Jun 17, 2017
  4. Constantly means you have to curve fit your parameters when volatility changes.The 'parameters' your talking are probably stop losses/profit taking, right?
     
    #14     Jun 17, 2017
  5. dklb44678

    dklb44678

    My strategies are adaptive to changing volatility, so adjusting parameters is not necessary.

    But - to maximize profit I have some aggressive short-term strategies, where I adjust the parameters for profit-taking every few months.

    How often do you adjust?
     
    #15     Jun 17, 2017
  6. When necessary.Follow an equity curve and adjust when it declines.
     
    #16     Jun 17, 2017