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- I've never understood the "simple" vs. "complicated" comparison about systems. If it makes money, it's a good system. I tend to see that when people mention "simple" systems, they are usually compromising their lack of knowledge. "Learning a new skill is hard work. I don't want to learn it...

Nice post.

Thank you all for the advice. Very much appreciated and helpful.

I think Rearden Metal is the only person in here who can make a definite stance regarding this thread. You rarely see a person who's reached heights on both ends like him. Try PMing him. A warning would be... that he's a savant (autistic) so some of what he mentions may not be exactly helpful.

1. How do you define what works? How do you decide on what works or not? 2. Gain confidence? Please quantify confidence. 3. OK... so you're talking about programming. Hopefully, you're starting to see where I'm trying to lead this discussion...

So why do you test systems and models? What are you trying to achieve from doing so? The answer to it, is another benefit of automated trading. Another one would be... Let's say you start losing money trading. How would you get back on track to making money again? How would you...

OK... as suggested I re-read it... I still don't get it... :confused: :confused: :confused:

??? Which part of travis' post made you write this??? I ask why people system trade >>> He primarily mentions about personal preferences >>> ... >>> ... >>> You write about software testing (Unit... Integration... Regression) ???

I actually want to ask a few guys... Why do you trade systematically to start off with? I'm asking because I read too much sh*t in ET about people starting off because of personal reasons (like an excuse for some psychological thing...) and feel that it's the only way to trade for...

It's equal. Programs and the strategies are always side-to-side. 1. Strategies are limited by the programming you have done for your tester and the execution engine. 2. The program you have is basically the reflection of how you approach your development process. You trade...

They do. It's called Computational Finance. Some may argue that it's Quantitative Trading, not Systematic Trading... That's just one reason Maestro calls ET traders Amish.

200 models... All active? If so, how many in archive? Anyways, nice number. I've got 57 that I actively monitor and 16 that are actually live, as of this writing. (and I'm solo) My point is, there no limit to the number of systems out there. The number will keep on growing because the...

Another one: http://www.nuclearphynance.com/

??? You are always curve-fitting against the statistical measure of your choice. The output of the implementation may be a bool, but the selection criteria generating the bool is not. This can be said with any optimization logic and algorithm. Am I missing anything here? Unlike you...

Oh gawd... I'm getting tempted to go berserk on the OP regarding the content of the post. Anyways.... your interpretation regarding martingale is different from my understanding. Please post a link of the source you got your points. greaterreturn, how's the TickZoom project going lately?

I personally find it bothering how you continue to post / quote a PM in public.

I think I should mention this before you start getting deeper into posting stuff.... You can get into deep trouble posting things about trading on the internet while you are working in a trading related job. A friend of mine got fired from his job as a fund trader for posting materials on...

Personally, I find that Sales people have firm handshakes.

I program in C#. All my libs and "most" of the trading infrastructure is in C#. Some parts of it are in C++. I don't use any closed-source or retail packages. I've heard a few things about OCaml and recommended by a few guys to learn and use it as a systematic developer. Considering that...

Google sub- and super-martingale. You have a probability set, and you place your bets according to the "statistical edge" you have.