Do you kids even know what proper writing looks like? "u if u r" ? You come across as an illiterate primate. Learn how to write properly...
Yeah, I think MDD should be the focus of any intraday system. That value translates to 1 unit of risk. How much are you getting for that 1 unit?...
Hi Ron, Sorry about missing this question earlier. I thought about it and meant to post something back a while ago. It slipped. Anyhow, you...
Holy sh-t!!! This thread is awesome. Bowo, back at it, 100% commitment. I STARTED LAUGHING OUT LOUD :D CFA?!? Money manager?...
Do you have access to LinkedIn? Browse the Quant Finance group and you'll see a long list of firms and job postings.
Fair enough. I tend to sense some "mythical prop. trader" ideal in some of the posts here. There isn't much to it other than getting some...
Why do you guys care? Its like any job interview. There's a job description, a resume, a interview. You either get the job or not. These...
Entertaining thread. I was fully backed by a firm for a while and I won't do that again. It didn't work for a couple reasons. Mind you I...
Interesting... I am having an almost *identical* experience with a very similar algo. I think you're right about the europe effect.
FYI, Amibroker has CAR/MDD as one of its optimization selections. When I develop a system (i.e. single concept), I look at the parameters you...
Yeah, those results look fine. You might want to consider using R or Excel to get a bit more granularity/analysis per those distributions....
I think your design goals might be suspect... what type of system are you working with? If you're dealing with a directional, multi-day system,...
Logically flawed question. A trading system can enter and exit at will. This also means there exists a system that may *never* see conditions...
Uhh, I though the PassPerfect stuff was decent... I used it and passed just fine. I will say that most of the questions are tough. It is...
You don't know how exchanges work nor do you know what brokers are and are not allowed to do. First off, you're sending your order to a...
That sounds about right, ha. Can you identify a specific market opportunity here that can benefit from our skill sets? I've thought about...
I designed FPGA's for many years, I still do some FPGA projects on a consulting basis. Here's the deal; FPGA's are "blank slates". You can put...
hitnrun, Did you get my last PM? Mike
I have both the PassPerfect materials and the CBOE materials. - Selling the Passperfect for $125 (normally $150 from the website). You get a...
10k to 543k.... Wow. In a backtest. I'm in awe. Oh man where do I start... how about BoWo's system debunked:...
Separate names with a comma.