That's what I also assumed. But the problem is this: Joe has repeatedly edited my posts, deleted links, and accused me by PM that I "advertise...
I heard that it is somehow restricted to post links on this forum, for not annoying the sponsors. Where is the border? Can I post a link to a...
The problem is here "beyond what chance would dictate". It's not as easy as it sounds to find out what chance would dictate. Mauboussin and...
The mentioned research was a statistical analysis of the annual returns by thousands of employed traders in trading institutions. It had...
Kahneman has mainly looked into the strange failures and misconceptions of human thinking. Discovering "statistical and fundamental issues" in a...
This seems to me more plausible than the 95%. When traders base their decision on throwing a coin, you would expect that about 50% are...
Optimizing a strategy means selecting its rules and adjusting its parameters for maximum profit with historical price data. When you do that, no...
No reason not to believe it, as ~80% profit in 7 months can be a quite realistic result. However, the equity curve looks as if it's calculated...
Thanks, this gives me some stuff to look into. At a first glance though, they seem not to have statistics on newbie traders. Kahneman did...
Well, I'd certainly prefer to take the money away from some institutional hedge fond traders, or from J. Simons whoever that is, rather than from...
It's known that 95% of all traders lose 50% of their money within the first 6 months of trading. Or was it 50% of all traders that lose 95% of...
The payoff ratio has nothing to do with the quality of a system; you can give a system any payoff ratio by just setting profit and stop limits...
Read the discussion. It was suggested that human strategy development is outdated and "machine designed strategies" are less susceptible to curve...
Just to avoid misunderstandings: The Parrondo paradox has nothing to do with improving a portfolio with a losing strategy. The Parrondo...
I wouldn't get too excited about "machine designed strategies". The strategies are human designed. The computer just optimizes them with a machine...
I see this attitude often, so I can't resist to comment. Most strategies have large profit differences from one year to the other. Trading a...
From what I found so far, the differences between time frames within the same market are normally higher than the differences between markets....
A robust strategy must work in multiple markets, although it might require different parameter sets. If a strategy only works in a single...
The two strategies were just an extreme example of how a losing strategy can improve a portfolio. You're certainly right that there is no such...
Rationalize: Not to be harsh, but why are you posting when you have no idea of the topic? If you can't invent two mechanical strategies that...
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