It's da weekend guys. Time to chill :-)
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Is Grid Trading (combined trend following and counter trend) Profitable? 3 replies
Making a good diversified portfolio 10 replies
Diversified EA Money Management Code 10 replies
HAMA PAD - A Simple Trading Approach 7 replies
Trading a (semi) automatic approach...but want more 11 replies
DislikedGuys I thought I better give a heads up. I have requested to Twee that he tags me as a commercial member. I know that many of you are a bit touchy about members with commercial status....but in the interests of transparency, I need to declare my intent. I will be kicking off a commercial website on 1st October which I have been solidly working on with others. I have been a bit limited in my ability to share stuff that I have been working on given that I am now part of a development team, but under the commercial umbrella will be able to open up...Ignored
Disliked{quote} Yep mate. I follow him on LinkedIn. Some good reads lately. He sounds an ominous warning (as does Howard Marks) that would be great for us trend followers if it eventuates.Ignored
Disliked{quote} Yeah I think he's pretty spot on with his views..analysis very humble after getting burned i the past. His system...for decision making is quite interesting. Meritocracy... Think he's onto something. Also, you may or may not like this if you like the funk peppered with a little bit of disco and some beats https://www.youtube.com/watch?v=UFW-z-2Bg3UIgnored
Dislikedhi guys...different times same places jo, C.. got 20y data..backtested ... 2 strategies in the portfolio at this point. CAGR:6,6% WIN RATE: 25% RR: 1:4,5 on average MAX DD1: 12.5% MAX DD2: 7,5% MAX DD3: lower MAR1: 0,528 PF: around 1,5. Open ended trailing. How this would look in your eyes? Average hedge fund statistics which employes 100 of researches eh? Secondly, would need a few words on filtering out the junk trades. While I am very aggressive on the entry part - ill try to divide them entries out and further try to balance...Ignored
DislikedWhy simple strategies with few parameters can handle more uncertain future environments. Martyn nails it in this demonstration https://www.youtube.com/watch?v=fl2jxgILvYsIgnored
Disliked{quote} overfitting might work in two conditions one optimise extreme such as hourly or one can trade reverse with overfitted on the other hand, yes, keep it simpleIgnored
Disliked{quote} Hi Mr B. Great to see you are still on the forum mate :-) IMO overfitting is actually a requirement for those trading strategies that attempt to trade a specific market condition. In other words they are attempting to capture a repeating pattern. Examples would include mean reversion methods where the repeating oscillation adopts a particular sine wave etc. So the method needs to be fairly prescriptive to capture the form of price movement. So it is not a sin provided that the overfitting is not a symptom of 'fitting to noise'. The problem...Ignored