Call me stupid, but doesn't it just mean that there was demand at a lower price?
A well considered pair portfolio can reduce systemic risk much more than a poorly created portfolio. The point I was trying to make was that I...
Because being 'market neutral' is nearly impossible? You would need to be constantly rebalancing, and have to assume some sort of...
I think we essentially agree. If someone is just back-testing random strategies over multiple instruments and time-periods until they find one...
Again, hence why I am stressing that a) The backtest be done over a large range of historical market types and b) He understand what peculiarity...
Hence why I said it had to be robust over a large range of history, preferably including different markets. If he had a system that was good...
That isn't selection bias at all. My recommendation is this: if your strategy is ROBUST on a great history for an individual instrument, it...
How that is even close to a 'straw man' argument, I would love to know...
Depends on scalability, access to capital, and life expectancy... Theoretically, the price should be infinite ... but this isn't an ideal world...
Timeframe. e.g. Overbought/Oversold at 5 minute can be a strong-trend at 1 hour.
It was one of those 'embarrassingly easy' parallelized problems. Backtesting hundreds of equities over twenty years with about forty parameters....
From what I have heard, Jacket and GP-You are pretty easy to work with if you like Matlab. If you are doing things like Montecarlo, CUDA has a...
Perhaps he himself is now being fooled by randomness...
You miss Joe Doaks' humor. Perhaps you should try to look him up under his many other aliases. His 'undicators' are works of both lunacy and...
For a man who talks all day about our inability to predict, he sure does make a lot of predictions...
It isn't just Wellesley. Most of the Massachusetts suburbs have great public schools. I think Acton recently scored as one of the high schools...
I am sort of surprised this isn't an easily available list...
Assume a month has 30 days. If you do not reinvest gains: 10,000 * 0.01 * 30 = 13000 If you do reinvest gains (10,000)*(1+0.01)^30 = 13478.49
Wow. Can't thank you enough! Perfect!
Yeah, it froze FF and IE on my XP machine...
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