Recent content by zordan

Not necessarily basic stuff. Volatility breakouts on intraday data working on the last 10 years on several instruments with the same settings...

in my experience anything the is curve fit will fail. especially in so little trades and such a small time period. i am very wary of any developer that recommends optimizing the strategy every 1-3months. they never made money in my experience. my only good experience has been with robust...

thanks for the clarification. the only issue i see with live, audited, results is that you need to move from the space of "systems vendors" to the space of registered CTAs (commodity trading advisors). there are still 2 issues i see: 1. for registered CTAs normally starting capital...

good point. what would you consider a minimum number of trades for 1 market futures system over 1 year? did you check the video? how could it be over optimized if the out of sample performance is as good as the in sample one?

I have been looking for a while for vendors that show some out of sample testing for their systems. This example seems pretty good to me. What do you think of this system? It it worth a test? http://www.vbosystems.info/videos.html

Hi there, One question on the performance statistics of the various systems: could you define the "risk adjust" statistic? Moreover, I believe potential subscribers would greatly benefit from having two crucial statistics: 1. Sharpe ratio (annualized performance over volatility) 2. APD...

I am currently using a 30-day demo account and it's going well so far. However, before putting real money Id like to know some information about your company, Tradency BVI. Could you provide incorporation details with company registration number? Could you also clarify whether you are...