zghorner liked rb7's post in the thread easiest money in my life.
Enlighten us of your great knowledge then. If it's not trend following, then what? What do we need to do?Nov 28, 2023 at 7:56 AM
No. You're being fooled by randomness. Try to build a profitable style. Then, add risk management.Nov 27, 2023 at 2:11 PM
I think one can use a Kalman filter to stay in the 'trend', and thus has the same function as a trailing stop. )experimented some with...Nov 27, 2023 at 2:08 PM
Same. And of that, LIVE is best, as forward testing is just a $10 word for sim.Nov 27, 2023 at 2:02 PM
I am embarrassed to say, a few means about a dozen. :D It is a lot of work testing things manually. GBM: Geometric Brownian Motion.Nov 27, 2023 at 2:02 PM