You can improve win/loss percentage, but that does not necessarily imply lower DDs. Same for win/loss ratio. In general optimized systems...
Strategy performance and robustness has ABSOLUTELY nothing to do with how fast you can double your money.
The acceptable range of drawdowns on an automated strategy can be determined from the drawdowns found during your testing. There are several...
and by the way...winning percentage is not the most appealing metric to maximize in a mechanical trading system. Maximization of winning...
If this is the firs step that you're taking to develop your strategy, then I'm afraid you are doing it backwards. The first step is to identify...
This tax should be just as effective as the short selling ban. :D
One may find Larry Summer's Letter to Congressional Leaders helpful. Point #4 on the letter is of particular importance.
What do you think? :D
I'm sure that these ideas already crossed the minds of a lot of investors.
Estim, interesting insight on this modified version of walk-forward. But maybe you can clarify a few points. You say to divide the data set into...
Anything, I mean anything, would be an evolutionary step from Vista. And anything, I mean anything, has greater success than Vista.
I believe that these were the same people that told the public that everything was Ok prior to the train wreck. :D
I suggest you learn a bit as to how leased assets are accounted in the balance sheet versus straight out owned assets. The difference is similar...
:p :p :p :p :p :p
I could not agree more :p
After reading a few dozen posts it seems that most individuals miss the point by a mile. The arguments range from fundamental reasons, tea-leaves...
At least these execs will have plenty of confetti for Mardi Gras...
I respectfully disagree. The topic is relevant because if this is indeed a major turning point in favor of behavioral finance then there are major...
In a decade or so, we will look back at 2008 as the period that marked the major transition from EMH to behavioral finance.
With all due respect your line of reasoning lacks factual evidence and it is solely based on personal perceptions. Sure the market may rally...
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