Why Is The Obvious Not So Obvious?

Discussion in 'Risk Management' started by nysestocks, Jan 25, 2009.

  1. algofy

    algofy

    Are you saying that backtesting isn't helpful?
     
    #5431     Jan 8, 2017
  2. Pelt

    Pelt

    Have you not done this at some point and noticed what happens?
     
    #5432     Jan 8, 2017
  3. algofy

    algofy

    I have backtested extensively and my backtested v future results come in overall fairly similar.

    I find great value in backtesting.
     
    #5433     Jan 8, 2017
  4. wtfauoa

    wtfauoa

    The big spenders ask to see 3 sets of results, be it backtesting, simulated or live. Why do they not ask to see more than 3?
    What real value do you see, or is it perceived value.
     
    #5434     Jan 8, 2017
  5. wtfauoa

    wtfauoa

    Neither. Now, give me some reasons why this may be so, and remember, think before you reply.
     
    #5435     Jan 8, 2017
  6. algofy

    algofy

    The big spenders? Who is this?

    When I test strategies that get shitty results on backtest they also get shitty results live sim, generally same with profitable strats....profitable backtest = profitable live sim. So yes I get real value.
     
    #5436     Jan 8, 2017
  7. wtfauoa

    wtfauoa

    You are wasting your time, just remember where you heard it when the day comes, as it will as sure as day becomes night.
     
    #5437     Jan 8, 2017
  8. wtfauoa

    wtfauoa

    There is no need to distinguish between anything. If you are in the right place at the right time, and are willing and able to act and react, then you will make more money than you lose providing you observe some simple maths and always use common sense approach. It stands to reason that what everyone else tries just does not work in the long run, so why do what everyone else does.

    Backtesting is using historical data to make trades based on what you consider to be a systematic approach that will repeat in the future. It is a total waste of time and effort, but as whole industries have evolved around this concept (pushed by the shovel sellers), even the so called professionals are easily fooled.

    It is very hard for the inexperienced to see this reality, and it will really only become apparent after many big winners and losers. If one does not change then the results will never change. Common sense really.
     
    #5438     Jan 8, 2017
  9. algofy

    algofy

    Lol....oh wise one, please grace me with your wisdom. Maybe try saying one thing that isn't vague and can actually be usable. This thread is nothing but smoke and mirrors.
     
    #5439     Jan 8, 2017
    W.J. Feathermaker III likes this.
  10. He's trying to play some "knowledge arb"...i.e. he posts his moronic platitudes in this thread while scrounging for "info" in other threads.
     
    #5440     Jan 8, 2017