Recent content by pisco

Thanks for your long reply! Yep, I searched through the strategy forum. But my question does not go into the direction of finding the holy grade, but I am looking for a good starting point for long-term strategy creation. From your experience, can you recommend a particular thread/post? (might...

Hello guys, I am researching strategies that work on a longer timeframe.(weeks to months) I currently came across tactical/strategic portfolio allocation techniques, which gain their edge by diversifing the portfolio. Any other methods/strategies that provide a long term edge?(Does stat arb...

Thx for your reply. But what is actually meant by the 50% confidence level? Is it a sample of 50.000 trades of the 100.000 and taking from the 50.000 trades all winners and losers? Appreciate your reply!

At the 50% level 70% of the trades are winners +3,500 and 30% of trades are losers -1,500 so the net is +2,000. Can anybody explain this? I do not get it. When I have for example 100.000 sets of 10 trades each. For example, for 5 trade iterations: Then I sum up each column and get the...

What is the name of this software? Appreciate your reply!

Hello guys, Any recommendations for tutorials/threads how to implement a backtest in R? I really appreciate your answer! PS.: Please also share your experience if you have tried it before would love to hear your opinion about backtesting in R!

Any resource suggestions about backtesting a strategy?

Ok. Thx for your answer! Which research paper can you recommend? Would be glad if you have any clear recommendations to read!

Thx a lot guys for your answers! Besides trend following, which other basis of systems would your recommend? Mean reversion?

Thx a lot for your answer! Pretty deep stuff!!! If I am considering market operation as the underlying mechanics to lay out a trend follower, doesn`t this also raise the question which assets are traded. For example, I think it would be pretty hard to trade forex, cause the narrower a market is...

Hello, I have read a lot about trend following and some strategies. As we all know trend followers, for me the key to a good trend following system is to find a strong trend in historical data and hope for it to come again. However, I was wondering if there is a generic structure in trend...

Hello guys, I heard a lot of good things about R(for example the extense amount of packages) and want to consider it as a backtesting plattform for trading ideas. Therefore my questions to you are: Do you use R statistics? Whats your backtesting process, which packages are you using...