Apparently I (and others) have succeeded where you have failed. This is not to say you haven't succeeded in other areas, but why should we simply...
Somehow, I feel dumber after having read this discussion. M
Didn't you get into a bit of hot water recently for asking questions and simulating discussion on a message board? M
The answer is no. Without getting too deep into it, it's because the expected value of a linear combination of random variables where the...
Just one... Your post is way off-topic. M
It most certainly is true, but I am not willing to go any deeper into the topic, either. :) M
Of course we're arguing semantics! The recent discussion is whether B-S fits the definition of a trading system or falls short, and is therefore...
That's like saying that a friend has a piece of software that flashes buy and sell whenever price crosses a moving average, therefore the concept...
That's quite an improvement from your first post, where you had a 4% drawdown. M
Hope not, because you couldn't be more wrong. Your Avg Annual Return/Max DD ratio is about 16. Mine is about 30... trading only one market... in...
You don't seem to be facing the realities of trading OPM. YOU ARE AN UNPROVEN QUANTITY. Backtesting doesn't mean diddly to anyone except the...
Instead of trading 160 stocks requiring 200k for round lots, why not trade 25 markets with your 30k? So, your drawdown goes from 4% to 8%. Big...
Give me one reason why they should...
You didn't.
Um, I did.
If two algorithms generate the same output when given the same input, how else could one distinguish them? Perhaps you could improve upon the...
I did not define "equivalent". I defined "equivalent over a specified period of time". We can take "equivalent" to mean "equivalent for all...
Maybe try thinking about it this way: First, define what it means for two systems to be equivalent: Two systems are said to be equivalent over...
I prefer to do my trading in the markets, thank you. jj
Within the framework of your analogy, not only do I play poker but I am a professional poker player. No professional poker player would be caught...
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