Ooops... Looks like our posts crossed. Well there ya go... there are results from ONE of my pairs models posted in the post above. Enjoy Bo.
Can the other people in this forum explain why Mr Wolinksy has me on ignore? It seems he is not interested in a dialog. Without getting caught...
Ok... pay careful attention here BoWo... this will get a little complicated but a guy who passed Level 1 of the CFA should be able to get this so...
I wouldn't recommend anything from him unless you use it as a launching point for your own investigations. Start with the "How Markets Really...
Trying to continue the dialog re this system development and the pitfalls in this approach, but the OP seems determined to ignore me. Shame,...
I'm thinking you may be too caught up in significance tests in general. Both testing structures you outlined re the KS test are reasonable and we...
1. Yes 2. I just guessed. I know a wide range of parameters would work so I just made these up. 3. Trading in ranges can certainly be...
Ok... PCLN... err... no. That's been a nasty loss for the system, but not outside of expectations for this system. It tends to be a bit wild --...
I think the OP has me on ignore... oh well... basically his loss. And he'll continue to use Excel even though his stats are wrong. We...
Oops... I couldn't attach two files to that post. Here are the returns from that intraday system. This system rarely holds overnight, is mostly...
Ok I may have done a bad thing here lol... I was reading BoWo's thread on Pairs Trading and saw a post where he made serious errors in analysis......
Wow.... I didn't realize he had posted his complete trade set already. FYI I am going to cross post this in my thread because I hope to give some...
Thank you... one thing that kind of surprised me was the number of posts I received from people saying they are trading strategies like the ones I...
No... you compare the shape of the distributions from the market's returns and the system's returns. There are a number of good books on...
Ok I'm going to try to address these questions in order in separate posts. That way I am sure I will get to everything. Yes we do have some...
BoWo, Please post in excel format the complete trade list from your system backtest. The only stat needed is the percent profit or loss from...
:) LOL. Thank you for your kind words. I hope this helps someone. It was hard to decide how to do this because it doesn't make sense to give...
Good question - this refers to each individual stock. You could buy and have a buy signal 2 days later when you're still in the first trade. You...
Thank you for doing this backtest and presenting this equity curve. Having not tested these exact parameters on your data set, I cannot exactly...
Yes, I agree with this... except a depressed trader usually cannot trade... there is something about performing at the very top level that...
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