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I skimmed through the link. It's a newbie developer site. There's plenty more ways of "curve-fitting" than the categories. One example would be a misuse of statistics like.... Let's say, I have a .001% chance that the system will make 4 losses in a row. Should I go "All-In" on the next...

I can just change your statement and it can be equally true: During the bulish period your system should generate a higher Risk/Reward Ratio as compared to short. The other way around during bearish periods. If your system generates higher risk/reward on long trades during a bearish period...

Ignore Corey's comment. Your question as a statement makes it obvious that it's a bad thing to do.

1. HFT is synonymous to trading the order flow. 2. Order flow can be predicted and it is done by a few. One way we do it is by reverse engineering the algo. order offered by the bigger institutions. 3. Race between AIs. If it's an algo., there is always a tendency. Let's say you...

I'm guessing that people just stopped asking the same questions over and over again. Having a Trade Management forum helped people find information faster.

You're not serious about your answer.... Anyways, thank you for your answers. I think you've@provided everyone with enough information about your trading and experience as a systematic trader.

What system is not curve-fitted?

Interesting... So if MOST of your systems are inversely correlated, ALL system are inversely correlated.... MOST = ALL.... SOME = NONE???? 100% = !1 !0 = 0%.... Is this a trick question?

Because we're now including GA, in this discussion... Want to talk about Markov Chains Analysis?

jack, You really haven't answered anything... You know that right? OK, let me re-ask the questions, I'm guessing that my questions weren't done correctly. Maybe I've been scattering questions too much: Q1. Please provide an explanation of the theories for your 3 models and the...

Good thing, it's open source.

A lot of the brokers, including the top institutions do not support FIX 5.0 or FAST for a regular account. It becomes a "catered" service. In another words, the broker would simply translate a F5 or FAST to F4.3/4, and send the orders to the exchange. Just because the FIX version is high...

I'd say QuickFIX, if you can program in some .NET language. In terms of providers... it really depends on your budget and requirements.... The first and obvious question would be whether you'll be using a dedicated line or an ISP internet connetion.

ROFL!!!

ROFL!!!

We need a Quantitative Thread. I am a newbie Quant., Automated Trading and Strategy Trading doesn't fit the questions I have for all the smart people.... Please Baron.... help the poor desperate soul!!!

OK... here's a few things... 1. Algorithmic trading (execution models which broker offers clients like VWAP, TWAP, Pounce... etc. etc. ) are usually used by funds that trade a long time frame, like asset management companies and etc. Before Algo. trading, asset management firms would call...

Here's another question. I'd like to see a pre-system study and observational result that proves that his "deductive theories" are true. I don't care much about his STC or other models he has. I just need a a sound observational (meaning tested proof) that his "theories" are what he...

I actually understand what pointers and ref are. The problem is how they are controlled. It's like an counter-intuitive regex. like control using '*'. Me don't like '*'....

Used to use: EasyLanguage > WealthScript > Python > Currently: C# > C++ > F#(OCaml) EasyLanguage. I started out with TS 4.0. Got 2000i and stopped there. Adandoned because I needed multiple symbol testing. WealthScript. I was playing around with it when it first came out...