Thanks for clearing things up. This is bad news. Sad, but seems they didn't even bother to archive anything. I understand that probably 95% of...
Where are the old threads? Did they get deleted? I noticed there is old material missing. For example, there were at least 7 threads by acrary....
Then a simple question about trading tactics rises: if you are so sure (certain) that the trade will go up, why not wait and enter the trade at...
Yes, this thread was originally started to discuss Alan's ideas. With this in mind, when people are talking about correlation, it's correlation...
I can't understand why diversification across uncorrelated strategies should not work. Suppose you have a rigged coin. 60% chance of heads and...
I suppose we're looking for the stresscorrelation to be as negative as possible? Coming up with structurally uncorrelated strategies is not that...
Hi, I code all the stuff myself (using Java). I also use Excel for simpler tasks like viewing data, diagrams and for transforming data for...
This is how it looks like when two uncorrelated systems are combined. In this case simply added, no Sharpe optimization was done. Alan said the...
I don't need anyone's code, I write all of it by myself :p It was September or October of 2007 when I first started to seriously work on the...
What do you mean by AIS? Artificial immune system?
This got me into constant thinking. Alan made a clear distinction between strategy with edge and strategy fit to market character. What does...
Trade it. Or you can print the code, frame it and hang it on the wall, but that would be a pointless waste of time.
I think the complex strategies are for arbitrage trading, since they may be based on complex inter-market relationships and similar stuff....
So why not volatility-normalize your results? Make your stops tied to volatility, instead of fixed values. For example, 50% of ATR(20). Then...
This is so familiar :)
Moving stop to breakeven reduces your % of winning trades but decreases trade risk. So it has both sides.
If you think deeper, you will start seeing scams everywhere. For example, your typical 9-5 job is one of the biggest scams in the world. 80%-90%...
You cannot predict them. But you can do two things about that: 1) take all days you consider as being "large range" and look for common...
Yes, he's fucking kidding you :D
So according to you it would be fair to con children, defraud old people and sell placebo that supposedly cures cancer. Why work? Let's just con...
Separate names with a comma.