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  1. M

    Overfitted? Please help take a look at my PNL curve...

    It depends on how you developed the model. 1. Did you have a conceptual idea of what your were looking for in terms of market dynamic? Was it a well known market dynamic? 2. Did you create a "simple stupid" backtest with no fitted parameters to test the initial concept for validity...
  2. M

    Is TS reliable with multiple strategies?

    Again with the generalizations bill... He *clearly* stated 5-60 minutes as a time frame. Most all retail platforms can handle that with little problems. Colocation? This isn't an HFT question... After 20 years and you're still having issues? Sounds like the problem is behind the...
  3. M

    Is TS reliable with multiple strategies?

    Yes... totally possible and very effcient for the time frames you mention, but, you need to put in some serious effort to learn RadarScreen and EasyLanguage, i.e. do not use chart based automation... I've been running about 18 different systems soley on TS, 90% intraday, with automated...
  4. M

    Why should an oil company have a cap on liability?

    What an ignorant question... do you have any concept of the difference between civil and criminal law? BP is in no way exempt or capped... the law you're thinking about is concerning "Economic Damages". BP's civil and criminal liability will be determined by the courts and is very much...
  5. M

    CFA: worth the time and money?

    A CFA will bypass the Series 65 requirement for investment advisors.
  6. M

    CFA: worth the time and money?

    They didn't desire your "services" because of your attitude and ego. There are many people who look good on paper, i.e. have a decent looking resume and ok education. Usually, the problem boils down a combination of the below: 1. Does not communicate effectively. 2. Does not listen, or...
  7. M

    BP Oil Spill

    I've been watching this trade since morning, was thinking the same thing, but I'm not taking it.... Seems like a lot of "wow" factor left in this mess, can still push it down quite a bit more IMO
  8. M

    Grinding it out, day after day

    No.... not really. A 1mil hedge of SPY short against 1mil Long 50 stocks is not "cancelling out". The beta matters, the point of entry for the 50 stocks matters, the level of correlation of the 50 to each other matters. Lots of things matter... What you're doing is simplifying the...
  9. M

    Should you close your IB accounts now?

    This a good point, I would like to hear IB's response to this scenario.
  10. M

    Out of sample testing of patterns

    Well, I use TS primarily as a data source and Amibroker as a system design tool, of which I also think very highly. What strikes me is how defensive bill is over this issue and simply put, I want to see the math. Personally I don't believe much in using patterns, but, if one has sucess with...
  11. M

    Out of sample testing of patterns

    Bill, I have no vested interest in TS other than the fact that I use the product and believe there is value in the data package. A data source is a very different animal from a system design tool that performs a type of data mining. I have never collaborated with code7 and do not have any...
  12. M

    1) Multicharts Lifetime License + IB vs 2) TradeStation

    Yes, competition is good. I didn't know that MC can work with TS data - that's good to know, thanks for bringing it to my attention. And yes, I've been screwed a few times by the TS data feed, it goes down maybe 1-3 times per year, but, its usually a relatively graceful recovery and we are...
  13. M

    Out of sample testing of patterns

    I find it interesting how defensive you're getting over this intradaybill, and, I'm having a hard time taking your threats about legal action very seriously given how legally, being called a liar on a internet board means squat and code7 isn't doing anything other than poking holes in certain...
  14. M

    How to filter out losing trades

    That's a pretty pathetic attempt at sarcasm. While I agree with your assesment of 127 trades being too low, you should understand that filtering, when done properly can add substantial benefit to the right system. All this guy is looking for is a simple volatility filter and you chime in...
  15. M

    1) Multicharts Lifetime License + IB vs 2) TradeStation

    If those are the issues that are important to you then that's fine. All of the things you mention above are worthless to me... This is what I get with TS that I won't get from MC: -Reliable, filtered data. I don't have a use for 20 feeds, I just want 1 solid one that works. -Ability to...
  16. M

    gays

    You are intolerant of what you view as "deadly behavior". Whether homosexual or heterosexual, one can contract AIDS. It has to do with promiscuity, not sexuality - although promiscuity is often correlated to homosexual behavior. There a lot of promiscuis heterosexuals out there too... Do...
  17. M

    gays

    http://news.yahoo.com/s/ap/20100409/ap_on_re_us/us_pope_church_abuse ... abused by this "organization" maybe? Funny how those who preach hate and intolerance are the ones unwilling to admit to their own hypocrisy.
  18. M

    This thread contains the best Quant Humor of All Time.

    Beau, Was that a real calculus test, or was it a simulated one? Sure - lets see it. Here's my advice: maybe if you showed that calc test to your potential clients they'd have more respect for your financial science-isting? Like you said, people without a CFA L1 won't understand how...
  19. M

    This thread contains the best Quant Humor of All Time.

    This the part that worries me... those results are in BoWo's "real world". I wonder how long BoWo will keep using those stats on his websites? I would think that with those "perfect" collective2 scores BoWo knows more about "financial science" than any of us do :D A 9.75 means everything...
  20. M

    This thread contains the best Quant Humor of All Time.

    I think he's got you on ignore and not me... apparently my post got removed but thank god yours are still here hehe... The irony here is amazing... Yes, the concept of Beau alone is "quant humor" at its finest. FWIW, I actually gave BW a listen, i.e. I went through the slideshow. Hey...
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