you are not allowed to use a verb on this thread on TA

Discussion in 'Technical Analysis' started by man, Jul 29, 2005.

  1. man

    man

    futures trendfollower1: average trade length 200 days - basically ma crossover
    futures trendfollower2: turtle like thing
    futures trendfollower3: mixed indicator stuff

    intraday trend follower: mixed indicator stuff on 12 futures

    on paper: intraday breakout sp and high grade copper

    in development: self adaptive strategy on euro/usd, intraday breakout on twelve futures


    actually introduction just necessary for this category = technical analysis. more fun in communication with no verb. maybe later in the thread move to no letter "e". much difficulty in this. right?


    pax
     
  2. BSAM

    BSAM

    Verb in sentence.:cool:
     
  3. man

    man

    arrgghhh.
     
  4. man

    man

    back to content: selfadaptor strategy tough call. no danger of overfit but hard research. so far no better results than 1.3 sharpe on EUR/USD, which poor because longonly sharpe 1.2 :).

    minrequirement for intraday futures portfolio: sharpe 2.0, for daily data 1.0.

    sidetopic
    sharpe versus sortino versus omega
    still sticky at sharpe. maybe old fashion. hmm. uncertain. more conservative approach. punishment for upside vola as well as donwside. possible loss and possible gain the same.
     
  5. I think maybe I'll get that tattooed on my butt.
     
  6. man

    man

    yes. plus "no verb on this thread."

    morone


    BTW what meaning morone?
     
  7. man

    man

    content: 200 random trades over one year average sharpe of slightly below zero (transaction cost), 3% chance sharpe of above 1, 1 % chance above 2.4.

    thus randomness fools probbly everywhere.
     
  8. Ebo

    Ebo

    It's obvious with your command of the English language, you wouldn't know a pronoun or a verb if it fell out a window.
     
  9. man

    man


    well. neither funny, nor full of content, nor within rules. sorry. your limitations obvious. plus no humour. by by.
     
  10. man

    man

    you lobster.
     
    #10     Jul 29, 2005