Search results

Prediction on the results of the poll: 90% of the ET participants are profitable traders.

This had been explained already. If your win rate is 90%, and the average loser is 20 times larger than the average winner, then your expectancy is negative: E = (0.9 * 1) + (-0.1 * 20) = -1.1 In other words, you'd be much better off with a coin toss to decide when to take a trade.

No position sizing or position hedging will save the trading strategy that has no edge. If your win rate is 90%, but average loser is 20 times larger than the average winner, you have a negative mathematical expectation. That is, your strategy is (much) worse than a coin toss. I would suggest...

Yes, it is good relative to the "average" mutual and hedge fund performance. However, keep in mind that: 1. Many traders and investors (including Buffett) do not believe that Sharpe's ratio is a good measure of performance. In particular, SR has an undesirable (and a well-documented) property...

Here are the Sharpe ratios for reference: Average mutual fund: 0.37 S&P 500 index funds: 0.42 Warren Buffett: 0.76

No problem. There have been several recent threads about fundseeder. Here is one of them: http://www.elitetrader.com/et/index.php?threads/fundseeder-my-experience.298394/

No charge for analytics. Their fees come, as you guessed, from the percent of your profit on the allocated amount. I don't know the structure (CTA or RIA), as I have not been offered an allocation yet.

Okay, yes, this is what fundseeder does. There is no charge for just tracking the account and performance analytics. I have not been offered an allocation yet (as my record is rather short).

I don't know what a "third party marketer" is. For me, it's just a way to have an independently audited and verified record of my performance, and to hopefully get an allocation.

3.71, as calculated by fundseeder: https://fundseeder.com/trading_account/2941

Who is LAVA?

It's difficult to see what's going on here in your tabulated results. You have a 6-parameter optimization space, and I would suggest you find a way to visualize that parameter space. Below is how I do it, using the heat map. The x-axis is a strategy parameter, the y-axis is another strategy...

That is correct.

The current projection is that HRC will beat DJT by a sizable margin in electoral votes, 341-197. With that kind of margin, there will not be much to contest.

In addition to the out-of-sample testing, I would suggest some bias-correction measures, which are rooted in the information theory. For example, you may consider something like this: BCP = (P * SQRT(T)) / (D * D) where BCP is bias-corrected performance P is the raw in-sample performance, such...

Negative probabilities, interesting concept.

Wow, trying to sell the same used book for 4 years now? http://www.brokerreviewer.com/forums/off-topic/20619-unified-theory-markets-aka-big-bertha-earik-beann.html

Suppose you have a historical data set, which consists of tick prices. Let's say the size of this historical data set is 1 million entries (i.e. bid/ask prices). Now, let's say that with that historical data set, you want to optimize a simple MA-crossover strategy, which has 2 parameters: faster...

I've just checked the performance of my system: 250 million bid/ask quotes per second. It's a Java program, running on a quad-core CPU. What in the world is taking so long that you can do only 10 quotes per second?

I believe the correct term for this is "chasing the market". Getting "whipsawed/chopped" is the consequence.