I would argue this is where there is a potential edge -- you are saying that certain strategies can be done by a human trader, but cannot be done...
I have to admit you might be right on this one. I have always been a contrarian / fader in all aspects of my life.
At least for me, I don't use any standard platforms for back testing. I use R for quick analysis and python for back testing, a custom ATS for...
That is a good point: a sensitivity analysis of your PL with small changes to parameters can at least show if you have a curve-fit system. If you...
I guess a major flaw with this type of polling is it's not anonymous. So I guess I don't expect serious replies. If only we could allow multiple...
I think walk forward only means something if you are optimizing your parameters to a past subset of data and then fixing them for future trades....
At the risk of starting a flame war here, I am not sure what you mean by "manage" your exit. Seems to me there is a prediction hidden under the...
Why do you think you have an edge over your competition? Since the poll mechanism doesn't allow one to choose multiple items and I am sure people...
So may be the distinction of TF with just pure price action is that in TF you never fade, whereas in pure price action trading you are open to...
I think this will be the experience for the vast majority of traders in all their lifetimes. Almost all viable methods that worked up to now have...
can someone please define trend following? thanks!
Just one question: do trend followers not use price action to decide entries and exits?
Oops, yes, duh, had a mind block on that one and obviously I don't use that strategy. I guess we need to redo the poll, or ask people to reply...
Agreed with HFT, you would need to invest large dollars upfront for infrastructure, more than the available capital of your average ETer. However,...
I am debating how to interpret this information once we get more votes. The method with the most votes might be the best to follow as many claim...
I would guess that stat arb is the more general and usually larger scale version of pairs. I believe in stat arb, you are dealing with a basket or...
I would disagree with this statement. Using 1 or 10 minute data does not dictate how often you should trade. I believe you can monitor 1 or 10...
Can you plot it with dates on the x-axis? I want to see what month and day it was when your PL started to shoot up at around 150 trades or so. I...
One thing that puzzles me is your PL curve hardly shows any draw-downs even when your sharpe ratio is low, and your win rate is in the low 60s,...
I think it's called a bull market. these can be followed by bear markets or sideways markets. just look at a 5 year daily chart and I think you...
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