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  1. I

    Strategy validation

    Can you give an example of random strategy?
  2. I

    Does Technical Analysis Work?

    I find TA useful in a larger scheme of things. Fundamentals are also important to define risk.
  3. I

    Coffee drinkers live longer

    I love coffee but the information you get about health effects is conflicting.
  4. I

    Out of sample testing

    OOS testing is useless. I also agree that backtesting is useless most of the time.
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    The S&P 500 is close to bottoming for 2018

    I never try to pick bottoms, only tops.
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    Good article about RSI(2) strategies

    I read the article in PAL blog few days ago but now I'm having problem accessing the site. I get the following response: Invalid request. Contact website administrator. Is anyone else having the same problem? If not and this is result of my ISP being blocked, can you get the contact email for...
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    New to trading - Got a bunch of books. Scared to learn outdated things.

    Markets have changed significantly since most of those books were published. The trend is now to follow blogs and not buying books. There are many good bloggers with free articles that are enlightening and this can point you to write direction. There is a lot of free material in this blog for...
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    How did you decide on your trading strategy or method of trading?

    The solution is simple: you use what works.
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    Has machine learning, AI killed killed short-term trading opportunities?

    No, some commodity funds have too much capital for the available liquidity. For traders with no size problem these markets have been good. Some examples from Price Action Lab Blog are in this link. Note all strategies are in equities. Commodities is a rough market. I think AI opens door to new...
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    Using machine learning to Improve systematic trading

    Try the Numerai competition with 21 features I believe. ML is overkill for these 10 features. You can use (0,1) weights to optimize. Q: why taking abs value of the MA difference? You lose the direction information. Then you say "Finally, one must decide the parameters for the classification of...
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    Free trial of strategy development software

    Useful program. I have tested a dozen of models in Quantopian and I use two for real trading. Robustness is very good but won;t be reached in a few days of trying. Some playing around is required. Simple program yet very powerful.
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    Trading Forex in the US after new Dodd-frank rule

    Has anyone any experience in trading in both futures and spot fx trading?
  13. I

    What books do you recommend

    Almost everything you need to know about developing systems, backtesting and the pitfalls of the process that can potentially save you a lot of time and money can be found in this 'no hype' online book http://bit.ly/1MJNa3Y
  14. I

    Trend-followers lost big year-to-date Jul 2017

    CTA performance http://bit.ly/2tbuv8H http://bit.ly/2u5Pi1S
  15. I

    80% of the time

    How random does the Nasdaq chart look to you?
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    Trading Forex in the US after new Dodd-frank rule

    I don't get this. Can't a US person open a regular forex account with $5K say and trade with 50:1 leverage? What is this story about $10M accounts?
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    If somebody has an experience of copying losing strategy with reverse?

    This is true and I remember this from Michael Harris' blog, just found the link in my favorites.
  18. I

    How do I turn a $1000 trade to $100,000 within a year instead of 10 years?

    Bitcoin?
  19. I

    Why 90% of traders burn out?

    Most traders lose because their trades are indistinguishable from the trades affected by coin toss. This is probably the most important analysis you will ever read. It certainly changed my way of looking at trading. If you cannot prove that your trading offers a substantial edge over coin toss...
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    Article in Forbes about TA

    FYI SAC is no longer around. Rennaissance uses data mining and machine learning. That is not classic TA.
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