Just my opinion, perhaps your overall PF is high enough such that you do make profits in good times, but due to your PL variance, you dip down...
I think on average it's 50% luck, 50% effort. If you are born in a lower income household, your average income will be lower -- but the spread...
Looks really good. Is the above from back testing or forward testing? When you say forward testing, are you running live on a simulated or small...
I think happiness is divided as you say into the present self, and the remembering self. The present self is "happy" when it is feeling no...
I think it's possible to achieve both. Life is all about balance. But balance does not mean complacency either.
One of my algorithms that I am forward and back testing has produced consistent losses before August, and consistent profits after August of last...
I am pretty sure it's possible now. Previously I said I don't believe in finding the holy grail. At that time I had found algorithms that worked...
One thing that is absolutely necessary -- run a forward test (could be simulated or on a small account), and check for a few months while still...
You traded $ 34MM in a week? how much leverage do you have?
Those smaller scale bubbles not involving the whole economy are still based on exponential growth. Population growth is also exponential until you...
I think bubbles refer to the exponential growth of economies. Economies usually exhibit exponential growth behavior because more money leads to...
You mention that you found 220 statistically significant patterns. How many have you tested to arrive at those? You do know that the more...
I guess you are saying Prof Andrew Lo must try harder, LOL. I just re-stated what he wrote in his chapters. I agree that it is rather absurd to...
Chapter 6 proves that there is no long term memory in stock market prices. However, in this same chapter he does point out a significant shorter...
There is no interpretation in my post. I have merely cut and paste the title of the article above the URL.
Stock Market Prices Do Not Follow Random Walks : Evidence from a Simple Specification Test http://press.princeton.edu/books/lo/chapt2.pdf
It seems that people have different responses to the OPs question because everyone has a different idea about the amount of uncertainty that...
I implemented the 5 minute centered difference aka zig zag method -- attached as a png. I also used strength to distinguish between different...
Regarding the data-to-parameter ratio: I think since financial data contain a large amount of correlation, N data points are not really "worth" N...
I think the original usage of curve-fitting to refer to over-fitting is the following: if you have N data points, then you can come up with a...
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