Recent content by ronblack

  1. R

    Can a consistently losing strategy be profitable if I do the opposite of it?

    Interesting. The key here is "consistently losing". I remember there is a short mathematical proof in the book Fooled By Technical Analysis by M. Harris (offered in website form only but is worth a read) that a consistently losing strategy is similar to a consistently winning strategy...
  2. R

    Diversification and risk

    Do you agree with this. I don't: "It is only by combining assets of like volatility – and, it is assumed, like expected return – that should allow us to enjoy the free lunch of diversification." I don't think there is free lunch and I also don't think maximum benefit of diversification is when...
  3. R

    Time spent learning the craft of trading.

    I haven't been in these forums for a while due to focusing exclusively on my trading and business under pandemic conditions but I must say after reading this thread by chance that 8 and 9 summarize accurately everything I would also say. Some traders I know had to unlearn what someone taught...
  4. R

    Survivorship bias

    @Baron, I gave it another try. Giving up because I do not need people like Kevin policing my posts. You can delete my account. Kevin wants the forum for himself. If you do not block him, he deserves it.
  5. R

    Survivorship bias

    The boss of this forum is Baron and you have no business policing anyone. People like you damaged good forums like this. Banning you could increase forum value because it's obvious your focus is not on the subject but on attacking other members. I can find 53 references to Harris and his work...
  6. R

    The Master of Robots Left AQR. Now He’s Coming for Wall Street

    You should read Kevin's book. It's the best. (Never engage in an argument with a know-it-all type)
  7. R

    Survivorship bias

    LOL I haven't posted for 6 months for exactly this reason. ET was a great forum until the Kevin Schmits and their likes took over.Kevin is one of those with the goal of convincing every newcomer to ET to quit trading. Not good for advertisers and their money. Here is one of his attempts to...
  8. R

    Survivorship bias

    Forex, ETF and futures and you don't need all that expensive equity data. Thanks for the links anyway. The trader education section of PAL blog is gold mine.
  9. R

    A single anonymous market manipulator caused bitcoin to top $20,000 two years ago, study shows

    Zero-sum game...
  10. R

    The S&P 500 topped at 3017.8

    Forecasts for 3200 today. Unstoppable market lol....
  11. R

    Won't mechanical system stop working?

    Only if markets change during walk-forward.
  12. R

    Anyone heard of Signalstart

    Market place for curve fitting?
  13. R

    The Holy Grail

    The Holy Grail is to trade markets where there are large groups of losers.
  14. R

    AQR’s Problem With Machine Learning: Cats Morph Into Dogs

    I think I read somewhere they fired the head of ML not long ago.
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