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He's being facetious. Why bother getting pulled in? Maybe it's better to just continue with your ideas.

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Good ideas. It is so difficult for the mind's intuition alone to make fast, reliable decisions over thousands of competing noisy hypotheses in real time. Attenuation of noise is one way to cope with that. Another possibility is to hand off the mind's workload (in parallel) to other processors...

I like to peruse older stuff from time to time. What are some of the books you would consider good from pre- 70s? Dow 2000 (1966), Benton Davis, is one of those old books I like to look back upon.

+1 There is also google book previews; which can often give a flavor.

seems like I've encountered this in the past, but can't recall specifically what the reason was. I would check all mouse software settings in control system as well, and look for any non factory adjustments. I did notice something just yesterday, not exact, but similar. I have a pen tablet...

Not to take sides, but just use common sense. If a one yr time span had a very low volatility trending environment and you optimized 1000 1 minute trades that had a very inherent long bias, then used that as a proxy for your system performance, what would happen if the next year was a choppy...

Unfortunately, you are pasting a 'general' definition of overfitting from Wikipedia without really trying to understand the points I made. If you think overfitting a 1000 pt data series requires 1000 parameters, I'm sorry to inform you that's wrong (even with the wiki definition you pasted)...

For starters, you have to agree a bit about what it means to be overfit. It doesn't require matching every single point of the data series precisely. Suppose I had an model that was able to fit 70% of the directions in hindsight; would that be overfit? What if I had a model that had a...

You are right about win rate; I was thinking in terms of probabilities. No, overfitting 1000 data points does not require 1000 parameters.

The metric above is not necessarily good as you are only looking at probabilities of binary events. What would the turtle trader results have shown? One could also fairly easily overfit 1000 data points with a good grasp of optimization techniques.

A signal is just a term to describe what triggered your trade decision. All of the information you are aggregating (possibly sub-consciously) results in that signal. Whether it is a discretionary signal or systematic, it can be described as a signal, nevertheless. The language is borrowed...

You might also look into empirical distributions and probabilities. We could get hit by a gigantic meteor some time, or the sun might implode, in which case none of these problems would matter as much either. The point is that you do the best with what you have. The other choice is that you...

Did a search for elitetrader with the Gizoogle Search Engine... This almost seems appropriate here.:D

BBRY ... formally known as RIMM. Will AAPL change name to IPOD next?

There are tons of items you could give him to do. For instance, you could ask him to tabulate returns, distributions, statistics, etc.. and produce charts and tables to compare to other established CTAs. Certainly the results will help on the marketing side (well, assuming they are good to begin...

From a time series and econometrics perspective, you might want to look into various volatility estimators (GARCH, etc). Estimating volatility or squared/absolute returns are much more reliable than directional forecasting. As someone posted earlier, 'volatility begets volatility,' and...

Spread the word. It's today only and there are plenty of finance/trading titles as well. http://intelligenttradingtech.blogspot.com/2013/01/huge-discount-on-kindle-academic-texts.html

I don't know much about windows 8, but I can say from experience that when I tried to run AMD video card drivers with ubuntu 11 and dual-monitors, there were major headache/debug compatibility issues (like watermarking and blackouts) with OS compatibility for 2nd monitor. Your description...

I guess I am the only one who had frequent issues viewing the site yesterday night and a few times today? I captured the errors for feedback in the spirit of keeping the site running smoothly. :)