Multiple systems at the same time

1. I am trading it on more than 50 markets, draw your own conclusions
2. With you? After reading (this thread)? No.

 

You must have already guessed my conclusion, particularly about your trading a system over 50 markets. You guess is correct this time. Bye!

 

Combining Strategy A with negatively correlated Strategy B sounds like a nice way to improve results. If strategy A is the trading system Sled and Strategy B is WinkB then their combination is probably a joy to behold.

 

i would kill to have that sharpe. best system i ever made had better PF and win rate, but that sharpe is amazing.

 

i have an apple and can't unzip it. what is the
sharpe reading? thnx.

 

http://nces.ed.gov/help/techissues.asp

 

too kind. yet the downloaded version does not
recognise the file. mind just telling me the sharpe?

 

http://www.maczipit.com/index.html

http://www.haase-online.de/dirk/maczip/download/

http://www.google.com/search?hl=en&...macintosh&btnmeta=search=mac=Search+Mac+Sites

 

I've been reading this thread with great interest and have a question about correlations. Are there any concerns that correlations might be sensitive to the frequency chosen (e.g. days, weeks, months etc.)? In theory it's possible to have a negative correlation using daily returns, but a positive correlation using weekly returns. I would assume that this would be very rare in practice though. Is there any relation between correlations and frequency, e.g. that correlations tend to get stronger as the frequency increases?