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    trend following delusion shattered

    Oh... hanketsurfer... I'll add that out of all the rebuttal you may give, which I can suspect: 1. Denial. 2. Linguistics. 3. He said, she said crap. 4. Ignore 5. Difference... ja ja.. sure... that's why you "add" discretion.... 6. Personal attacks. (Well, that would...
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    trend following delusion shattered

    OK... I'll make a deal. Show me an realistic single accepted statistical test. Then I would take that "standard of quality"and come up with something and post it. Though, I would have to tell you that I wouldn't want to hear a curve-fitted standard. As you may not know, you wouldn't...
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    trend following delusion shattered

    Trading systems are about TESTING: 1. What the edge exactly is. 2. Whether the edge will sustain. 3. Others but not appropriate. It's not about PREDICTING.
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    trend following delusion shattered

    :D... sure give me a clear definition of a trend and I'll test it objectively... :D But what I will say is that let's say you have a 2 40% profitable system at the end of the year they both make 30% return but: System A trades 10 times a day, swinging intraday moves. System B trades...
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    Mathematics skills for discretionary trading.

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    trend following delusion shattered

    Putting Sharpe on trend-following??? Hrmmm.... not a good idea.
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    Mathematics skills for discretionary trading.

    Is Sun Tzu always right?
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    Mathematics skills for discretionary trading.

    Actually: 0 + 0 = 0 Is more important. Then it's: 0 - 0 = 0
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    Mathematics skills for discretionary trading.

    All you "need" to know is that 1+1=2. Anything after that is voluntary.
  10. T

    Who's from Chicago?

    I think I'll hang with you guys 2nIt... Chicago regulars (saxon, CBK, res...) please reply to this thread by 7pm for location. Thanks.
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    Can money management alone create any edge?

    Well... I have to agree with nitro... and there's not much to add to his "vague" posts... Though, as a tester and a researcher... I have not found a "significant" Money Management" model, which overcomes an obvious (in terms of statistics...) bad systme that MM can add value to other than...
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    Can money management alone create any edge?

    If it's disretion... it's called risk tolerant for me...
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    Can money management alone create any edge?

    No. MM is an optimal form of betting based on whatever you're looking at, in most terms based on general trading books, it's usually the equity curve / distribution. As in any optimal form of any kind of model, it will fade. Finding the right MM is more difficult than developing systems...
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    Who's from Chicago?

    nitro... :eek: *sigh* You'll notice me no matter what... cause we've met... but... Yeah... as for you... I'll make a special... no doubt about it. I owe you a lot... But if you do come... please PM me... No discount (Servers and managers get pissed off) but you'll get more for the...
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    Who's from Chicago?

    I don't mind people coming over but... 1. No discounts. :( 2. I'm very busy so I won't talk much. Except, you can wait till I'm done and we can go to a bar and talk. :( 3. Buy me a drink, so that I can drink while work. :D 4. You won't notice me. :D :D :D
  16. T

    Who's from Chicago?

    :) .... Ummm.... you didn't have soup that night and ate a Sushi Platter... The Black Salty liquid placed on the bar wasn't a soup but a thing called Soy Sauce where you dip the sushi in... :D
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    Who's from Chicago?

    So who's in Chicago, these days.... No... I'm not asking you to join the "Chicago Weekly Drinkfest"... nitro, saxon, resinate, ChiBondKing... don't bother answering... :D
  18. T

    Who's from Chicago?

    Pepper Canister. Ask for the Steak and Blue Cheese Sandwich, which is awesome!!!
  19. T

    Who's from Chicago?

    Hrmmm... if she doesn't care about Samba outfits ( hey, it's just a Brazillian thing... not perverted or anything) showing skin... she can come over... but... PM me Tell Casey I said hi and also Britney is a bad influence for her... :)
  20. T

    Who's from Chicago?

    Come over on a Wednesday night around 9pm. There's a bunch of dancers dancing to a live Samba band. Anyways, PM me... Also, buy me a beer so that I can drink during work!!! OK... here's what you should get: 1. Unagi Tamago Roll. Unagi, Tempura Crumbs and Cucumber wrapped around a...
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