Why don't you trade it, as they say, in real life using real money at 1/10th position size, for 2000 trades? If it's a really spectacular system,...
Make contour plots -- you only need 28 of them. The human eye+brain is very good at interpreting contour plots. Math: binomial coefficient...
I've fooled with similar things in the past. I recall that (backtest simulated) performance was improved when trades were entered using price...
I think you may have better success if you attempt to define (or to calculate) the asymptotic upper bound to scalability, for a given ensemble of...
Why don't you get Intrade to list a futures contract on this Cold Fusion concept? They already trade a contract on a different (competitor)...
It varies by broker. Some are allowing you to take new short positions the EuroSTOXX and the MIB and the CAC, others aren't. I am told that...
You could choose other allocations besides (Sys1=100%, Sys2=0%) and (Sys1=0%, Sys2=100%). Perhaps when the indicators are in Condition X, you...
Yes there is. I am sure you will find it after a brief search, and post it here.
Pinnacle Data rolls on the 11th. I think they do it on the Close. http://www.pinnacledata.com/clc.html You may want to briefly consider the...
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It isn't mandatory to roll your entire position on one fixed day. If you wanted to, you could roll 20% on day X, another 20% on day (X+1),...
I kinda think the USA's best friend might be CanaMexiBritian more so than Israel. And those nice folks from France, who gave us the Statue of...
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A CTA who offers to trade your account, will give you a document called a "Disclosure Document." Read it. The CTA won't trade your account until...
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