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Just apply for it like a normal job, go through the interview process, and get hired. I got in a futures hedge fund as a trader, with the experience of a stocks prop trader. Then I was moved to the research department, doing quantitative analysis now. I still trade stocks on the side though. Why...

I believe only the expected profit factor and number of trades matter at the end.

My question would be... even though it's a robust system, but somehow, the performance doesn't get hurt after revealing to the public. Why is that? Was it because the number of trades are so few per year? Or there is simply no way to trade against the daily cycle?

To solve the problem, the adaptive channel breakout system can provide a directional bias for intraday trading. Then we can increase the number of trades by getting in and out many times before it gets stopped out eventually JMHO. However, this causes more problems... how do we know which day...

Thanks for the reply, just placed my order, and sent you an E-mail.

Hi Murray, if you have time, please reply my PM and my question on rolling window simulations with TradersStudio. I've described it fully a few pages back (assume you are using 6 posts per page).

How would the model perform after slippage and commission?

This is what I mean... Assume my strategy has 1000 different ways to enter the market, and each would have it's own stop method based on the entery price. I run every single simulation to determine which one will give me the best sharpe ratio. Let's say from Jan 02, 95 to Dec 31, 98...

If the moderator can change the subject of this thread to something like Q&A with Murray Ruggiero, then I think it's better to start a new thread. However, I do love the Q&A here, and eventually, the new thread will get lots of Q&A that becomes off topic. Maybe we can use this new thread to...

I will prefer you to finish what you were trying to do, then work on other issues later. You haven't replied my PM from last week, mainly about your E-mail address and the information about the API.

Can it run simluations based on individual front month contract, and be able to do the roll over itself? I know simulation with perpetual data is enough, but only simulation based on real individual contract can simulate the real world situation. Data issues... I have huge problem managing...

James Simons.

I use the daily spot rate to convert the data, and I don't use any commercial program out there. Currently, I'm using a 4GL based program, which can do a lot of things. Just that it's not written in OO, so it's quite hard for me to change things.

Hi Xephen, do you mind to tell me which data source do you use to do backtesting? My daily data source: CSI My tick data source: CQG would love to hear which provider do you use. and how do you handle the exchange rate? Imagine you trade the Bund, throughout the years, the base...

It's a system, you don't second guess your system, unless you are good enough to beat the system consistently (that means you should improve the system). When I trade a system, I can beat the slippage with good fills, and I take every trade. News? That's what stops are for...

That's just because they bought Ameritrade Canada, and lowered the Ameritrade's commission by a bit.

When using unbundled pricing, is there any max commission per order like the bundled pricing? If not, there might have no upside in trading bulletin board stocks with unbundled pricing. Can I switch from bundled to unbundled back and forth a lot of times during the day? In order words, does...

To elaborate more on Xephen's comment, most trend following systems become profitable because of a handful of big and good trades. They are big trades because of the strong trend, and strong trend certainly doesn't go below the shortest optimized moving average that was tested here. I think...

Your excel file cannot be opened properly...

Have you built any count trend model that works in a basket of markets after slippage? What do you use to compute the correlation table? I assume that excel file was prepared by TradersStudio? In terms of intermarket analysis, how should we find a good basket of markets, It's easy to do...