When this great thread start? What I can see is from 06-04-04 12:12 AM,could anyone send me a full version,please? Thanks in advance. PS:...
Well,100% return per month just an example to magnify the effect of calculation.
In order to eliminate the gaps,at first,I planned to build an index data from those basic real market futures data,that's,multiplied price with...
I meet dilemmas when I'm developing futures trading system,they are problems of data proceeding. We all know that each futures contract has a...
I met a weird annualized rule: as usual,in order to annualize a monthly return,one should multiplies this monthly return with square root of...
this is a package including results of A & B's mc simulations
I have two systems and I perform them on the same market groups in the same period with the same position sizing rules. And run the monte carlo...
It's very strange for me,it shows that there are 2 replies in this thread,but I only can read the original one,could anyone who could read the...
There are seveal monte carlo methods,including scattering trades,or equity with discrete and continuous distribution,what's the pros*cons of each...
OK,I'v sent a mail.Thanks
Hi,TruthTeller,thanks for your help,I'm very interested in invest/RT,but could you please give me some more clue about how the WFO in Invest/RT...
Thanks,I'll learn and study it.It seem very complex.
TSGannGalt,you mean......program it line by line? It's my first opinion,but......I withdrawed later because of my poor program ability,then my...
hmmm....It seem that's a powerful software,but it doesn't say how to pick the best ( = superior and the most stable ) parameters among the...
My purpose is to conform whether the result of a system on some contracts are robust,the theory of walk forward optimization ( WFO for short),is...
It's hard to find the software for walk forward optimization,including seeking the most robust variable combination and other analysis,some...
this is the 1st pic.
This topic is initially from Trader's Roundtable forums,and have puzzled me for a long time,any suggestion is appreciated. Several weeks ago,...
I heared from others that,picking the most priority stock/commodity after special rules,such as 1. re-select all the stocks in which...
Open an account in Chinese Bank? I heard that it's still forbidden to trade currency marginly in china.
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