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What's the Sharpe? Or modified Sharpe? For that you need rigorous and non curve-fitting backtest What I do is I often convert a system into Matlab so I can control every detail precisely, accurately and then I convert from Matlab to c++ c# java etc I do this as my day job.

Why hurting? You couldn't buy but you could sell, as long as you are willing to take a hit, right? Alternatively, there are people with different economic incentives, such as me. I have to sell anyway for some other reasons... And btw, if you were short the grains, then a few days ago...

Okay, i don't understand why they are raising the margins? If it's volatility, then my understanding is that all grains have more volatility during summer/harvest periods, and so they should have margins that reflect seasonality? And what are the units of those margin numbers?

oh yeah it's me. So what? Joe Potato? I will stop here. I don't have time to fight with you. Sorry Joe Potato.

PMed you

Nope, I had never got a SharpeRatio>0.6 with NN...

btw, JoePotato: I curiously looked into your past posts and wanted to see if your posts added any value... you know how disappointed I was? ----------------------- Okay I will stop here; the message I wanted to get across is: don't be that judgmental or mean - it's all subjective...

ooops, I begin to have enemies on ET... which is quite good. well I am trying to get people engaged in discussions... I think there is nothing wrong with that.

were you guys on the right side? i.e. did you make a killing or get killed? How did you make your decision? I am on the right side for most grains but got killed in cotton...

agreed...

Sorry if you don't want to help please stop. It's not helpful to impose things on other people. I spent most of time programming that's my job mandate. Everything else is out of my curiosity. And I don't think I have time to read those books. Btw those are Econ 101 stuff. Ps. our MBAs...

Come on! Why don't you directly say what the other reasons are? I am a newbie of course my threads are basic. But the Silver readings you gave me weren't indepth analysis either...

Does it make sense? BOJ went back to 0 rate again, but JPY was appreciating against USD?

All cheap talks, nothing about strategies?

Collaborate on backtest of strategies ... and share the outcomes together... any success stories using NNs?

If you look at the term structure of the Gold vs. Silver futures on Bloomberg, it's quadratic curve vs. straight line, any thoughts?

Could you please elaborate on "only thing that matters is risk minimisation"? Thanks

Accept your criticism. As a newbie, I don't really know what I should be looking at. I am running quant systems so it's a diverse set of products. But I am also interested in fundamentals and want to do some data analysis (Quantamentals) whenever applicable. Any recommendations...

Anybody wants to collaborate on software development of TT API? I am going to build trading system on top of TT API, but I am sure there are lots of people having the same goal and are doing the same thing. Why don't we collaborate and share thoughts and better, share some software...

No EquityGuy4321 is thinking out of box... He must be a very good trader. Of course News and Analysis and Sites are all good. We want to understand how much the rally can extend... Thank you EquityGuy4321.