Seeking feedback on my rules-based system

Discussion in 'Automated Trading' started by morganpbrown, Apr 12, 2019.

  1. Actually, I think you could do this. Assuming an annualized estimated return, for example. Is that what you do? I would probably want to loop in someone smarter than me to help you with this.

    Maybe standard ratios like in-sample sharpe ratio vs out of sample sharpe ratio?
    #71     Apr 30, 2019
  2. There's definitely some spread on your profit curves...but I'd probably take a flyer on a strategy with a 4/11 chance of returning 200% YOY!

    When you see those profit curves, what are your conclusions about these strategies?
    #72     Apr 30, 2019
  3. That they're bullshit :)
    #73     Apr 30, 2019
    morganpbrown likes this.