no_pm_please strategies - anyone still trading them?

Discussion in 'Strategy Development' started by karabugla, Aug 4, 2005.

  1. While I was flipping through some older threads of this board, I remembered NPPs divergence threads and I was wondering if anybody is still trading his strategies (maybe he is still trading them).
    Since I dont have data to do extensive backtests I was further wondering what the outcome in the last couple of months was.

    Especially with the volatility dropping to historical lows, at least the first strategy should have produced not many trades.
    I would be interested if any modifications of the original idea have resulted in more profitable or not so profitable trades.


  2. You cannot do reliable backtesting on something that was not completely mechanical. His strategies involved some discretion that you might or might not be able to exercise.
  3. Of course you cannot backtest his strategy mechanically, that´s why I was asking if anybody still uses his (basic) idea or trades derivatives of his original strategies.