Recent content by jimbojim

  1. J

    Good and bad books on strategy design?

    Are you an old man and a gay?
  2. J

    SEC Charges Chinese with Stock Manipulation

    So cookies can be used to reveal identities? Can anyone who knows help with this?
  3. J

    Machine designed strategies. Do they work?

    How is MLdownloader working for you? I looked the other day at YLoader and it seems to be just fine for the job.
  4. J

    Machine designed strategies. Do they work?

    Really? Why don't you go back to your job of programming in assembly code before you get fired for spending too much time on forums and let questions about trading systems to more qualified individuals? Do you think there are people in this forum in a sane state of mind who would spend 60K+...
  5. J

    Machine designed strategies. Do they work?

    Did you really spend 60K+ to purchase TSL or you are an April fools' hoaxer ahead of time? If you did I really fee sorry about you paying that amount of money for something you can do in excel, i.e. curve-fitting.
  6. J

    The Unintended Consequences of Money Printing

    Money printing and debt monetization are normal operations of central banks and pose no problems if productivity is high and absorbs inflationary pressures. Most money issued via QE are sitting as deposits in CBs and only used to recapitalize banks. No problem for inflations. None whatsoever.
  7. J

    Metrics to use for system selection

    I agree. This is why 95% of traders lose. I guess you failed to get the message from his post. If you have win rate of 55%, then the probability of getting 10 losers in a row is 0.03% or 3 in 10,000. If the win rate is 70% the probability is 0.0006% or 6 in 1,000,000. Do you understand the...
  8. J

    Tradestation 9.1: Portfolio Maestro

    Given that TS2000i had a serious backtesting flaw that especially affected higher frequency systems, these guys should be ashamed and they should have issued refunds for all copies they sold. I can't find the link where the flaw was detailed but I have saved a copy and I uploaded it here.
  9. J

    Do you see patterns in Random Walks?

    Some of you must try harder to understand mathematical procedures and assumptions. Any conclusion in statistics is only "in the sense of the specific statistical method used". A statistical method applies some metrics to data. The results obtained are good only in the sense of those metrics...
  10. J

    Do you see patterns in Random Walks?

    It is funny that you quote the paper from the last thread. Do you have any others? Recent? Moreover, did you read the paper carefully? It appears that you did not. Here some ponts from the conclusion you should pay attention to "the absence of strong dependence in stock returns should not...
  11. J

    Do you see patterns in Random Walks?

    Excuse us Sir. You are making many serious statements here without any argument in their support. I never talked about cause and effect and I have no idea how it related to what I said. The market is not a RNG. Traders remember their actions and base subsequent actions on previous actions...
  12. J

    Do you see patterns in Random Walks?

    Coin tossing has no memory. The market does. When you place a limit or stop order after you go long or short you essentially destroy any link to coin tossing. Are you people ever going to get that?
  13. J

    Rule of thumb for position sizing

    Rules of thumb are not derived by definition....They are heuristics...based on experience only... There is no general solution to the position size problem. Kelly and optimal f is for losers... Risk as little as you can and trade as frequently as you can. This is the solution. Listen...
  14. J

    Trader's Ruin

    I can call you also a trol for attacking my friend iceman1 with nonsense if you do not reply with detailed info of how do you know the winrate of the blackbox systems. If you do not answer with details you are the troll, not iceman1.
  15. J

    Cranks

    I was talking about what came later. Your derivation is cranky. Seek help. Bye
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