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What a joke of an article... I lived in SF and Berkeley for a couple of years.... AND guess what? They're beautiful cities. Oakland/Richmond might get a bit rough in places, but, its nowhere near the shit-hole that is the "bad-part" of Kansas City or Detroit or other "bible belt" shit holes...

I think it's fairly normal; but, my calculations could be crap. Yearly trading returns: 10% Asset return Std. deviation: 1% Risk free rate: 3% Sharpe = (10%-3%)/1% = 7 At least that's what I'm reading into it... that said a 10% return with a 4% DD and low Std. dev. is not that...

Thanks for saying this in a polite way. I give bill a hard time because he comes across as an ASS. That said, he actually does contribute the occasional post with pertinent content. Learning how to interact peacefully with various personalities is a simple skill. Most children learn that...

Have you looked into something like a Standard Additive Model (SAM)? Fuzzy logic and the SAM are designed specifically for these types of situations. The utility, however, lies in the initial rule set. If you choose good initial rules you won't run into the curse of dimensionality, and when...

You may be doing something that is a classical discretionary edge. Several come to mind. - Dip buying, fading highs. Both a form of mean-reversion. - Using some form to tech. analysis to get a read on direction. - Looking for stops getting hit (a mild form of tape reading) -...

Welcome back intradaydouche. So am I off ignore, or on ignore? Since you can't seem to stick to something as simple as ignoring someone, and, since you read at a 3rd grade level, I'll re-write for you what I said: I didn't ask him to explain his edge. I said he should be able to. There is a...

Foremost, you should be able to explain your edge(s) concisely, and, these strategies should reflect a known/established market behavior. Second, stats alone do not qualify whether or not your success is chance or not. Of course a few years of succesful trading matter, however, consistent and...

Quotes seemed to have stopped. Not sure what the event was. Thanks, Mike

Hi Dave, Still having trouble with patterns? http://www.elitetrader.com/vb/showthread.php?s=&postid=2918703#post2918703 Maybe I should try to explain better... On second thought, nah, you sound like you're in intradaybills camp. Still believe this dave?

To some extent, yes. I like your "divine same magical property of randomness" statement, and, to that I say: everything has been done before, and you can probably find it on the internet :) Suppose one wants quantify the effect of a "insert concept here-" based condition in the market...

Lots of good stuff so far, but, I'm thinking that there may be too much emphasis on reproducing the results of these particular conditions exactly. There are a lot of little details that may cause my sims to be different in some areas. I think the effect has made it through though. Overall, the...

Thanks TJ, As I mentioned in my PM to you, these ideas aren't meant to be profound or innovative. Let's just have some fun with these ideas and see where it goes. I actually got another PM a while ago that was a bit telling as well. The message consisted of telling me that I shouldn't be...

Hmm, I remember that discussion quite well: http://www.elitetrader.com/vb/showthread.php?s=&threadid=196838&perpage=10&pagenumber=1 I asked bill to provide some math regarding the correlation versus causation fallacy (as did a few other posters prior to me). That was it. Where was the...

Hi Shortie, You ask good questions and no, you don't need to do that. It's just that bill has just enough info/knowledge to be dangerous and, that seems to spark my desire to get him to admit how much randomness we are really dealing with in this profession. I am going to wait a little bit...

I think some background info is in order. Bill is a huge fan of a type of process that is a permutation of traditional data-mining. What bill does is use a program that takes a set of desired equity curve characteristics and then performs a "pattern search" on a variety of time-series data to...

Yep.

Very wrong bill. I was expecting more. //SetOption( "PriceBoundChecking", 1 ); SetTradeDelays(0,0,0,0); SetOption("InitialEquity",100000); SetOption("MaxOpenPositions",1); SetOption("CommissionMode",3); SetOption("FuturesMode",True); //Per share slippage and fees...

Hate to break the news to you... but, I mixed on purpose. Haven't learned a thing from you. Zip, zilch, nada. In fact, I think in discussing these topics, you've caused me waste a lot of keyboard energy better spent elsewhere. Ok, I'm done feeding this troll.

Nope. Never agreed to that. You have the autocorrelation conclusion backwards. Please sit in the corner until you admit your mistake. I'm pretty sure I'm not alone in this thread, and, if you keep acting like a total douchebag, I'll start complaining about these "everyone is an idiot"...

Your reading comprehension of the experiement and the results is very poor. You get an F+ for reading comp (the + is on participation points) . There were 3 examples: (1) No condition, i.e. time + flip (2) time + flip + (long AND C1 >C2) + (short AND C1 < C2) (3) time + flip + (long AND...