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I'm not sure you read my first post in reply to you regarding statistical testing. If you need 25 billion backtests, with 500+ trades in-sample, i'm not sure you can do that on a single CPU in less than a month. Or can you?

Optimizers are notorious for doing that. Pattern search or any kind of data mining is different, and there is a lot to discuss on how to avoid a curvefit while doing that. It also depends on the method used for the search. Neural networks have a higher probability of curvefit, GA of existing...

Exactly. I said that under the assumption that frosty and srk are retailers, without access to a data centre with 100s of CPUs at their disposal. In the end, it's a business like any other. You need to either make a serious investment or be extrelemy innovative to do much with little...

In that case i partially agree, but you can also argue that the mechanism of the underlying market participants would be discovered indirectly with a few specific "patterns". Although the expression (string of input values and math) wouldn't be as clear as when formulated by a human, it could...

I'm pretty sure they deleted that post because it mentioned the ch**d pr0n that happened around here. They don't want google returning results with those key words back at ET. Here's another idea why some people have much against you. Maybe they followed your blog and advice for real trading...

Not in my experience. Elements of the hypothesis can often be susceptible to curve fit just like a randomly created system can. The manual method allows a good researcher to test maybe one hypothesis per minute. The automatic method should be able to do 100s of thousands per minute. Often our...

Run a statistics test to avoid curve fit. A statistics test is as follows: -Take a larger number of inputs, for example 500. Now you're using only RSI 14, RSI 21, etc. Add inputs you think are significant, whatever it may be, like MACD h value for different periods, etc. -For each of the...

Well yeah maybe you're right. But my attitude doesn't change towards Dell because of their "extra costs" policy from back then, plus like some others i like building PCs myself. Also, if the mobo contains Dell drivers for a specific OS and then a new version of Windows comes along, it's...

Yea right, and when Dell warranty runs out you can't even get any support or a spare part without paying another $500. They give you good deals but make you pay for add-ons later on which you figure out you need. Installing systems by yourself is also better as it won't contain the clutter they...

I saw the OP (GSCycle) being mentioned in various places (though i didnt really follow) and it seems you guys really have something against him. I don't know what he posted that made you so pissed off but seriously calling him out for not putting a source of a quote is overkill, never mind that...

I'm also using a 3g backup to my DSL. It's a decent solution, but i'll probably get cable soon as a third backup just in case.

Seconded. It's understandable to delete threads about other products on a site fully owned by the vendor, but this is ET and we would expect to be able to have some place to talk about programming related to other products.

Shouldn't that selection be made based on skill rather than who can pay for education the most? Expensive education often creates overpaid underskilled staff. Some Russian engineers might confirm that with free education, and other parts of Europe.

I mostly agree with what you said, but for a non-commercial application, the processors and the hardware will be very specific, like for a pre-determined type of data centre etc. In that case you don't have to worry about the processors much except for the possibility that future hardware...

I'm a little apprehensive about showing the meat. I didn't mean to say i had anything but statistically interesting results in the first place, so maybe i don't. If i did, i still would like to keep it to myself for a while to be sure i'm not talking out of my behind (and to reduce risk of...

Quite possibly true. I haven't really thought about scaling up, so i guess hardware would/could come out cheaper in the end. Oh no, that wasn't the purpose of the thread, i really didnt want to come accross that way. I guess a bit of elitism does come out as much as one tries to hold it back...

Oh but i'm pretty sure you will. That's how many ASM coders get their jobs. Compilers "try" to do it right and there are many good ones, but better parallelization is always done by a human. There are just too many variations on any number of tasks for a compiler to take into account all of...

I think i agree with that. That was one of the points of this thread, to find out how many of ASM people are out there. Might not be that many.

I agree about the superscalar architecture. Hmm, but think about the tight loops getting live data from whatever network, or based on events from harware, etc. These can have at least a few branching segments and compilers get these wrong. FPU comparison and simple operations for example...

Oops, you sure you know what you're talking about? Have you ever tried developing search algos and data mining? There are multiple papers written about those, and just doing research still requires a hefty data centre. Many researchers will rent out some time on the cloud or buy their own data...