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  1. S

    Interesting blog on BlueTrend fund and system development

    DOoyou mean Sharpe Ration? From the fund performance it seems that it was higher in the past, not lower.
  2. S

    Interesting blog on BlueTrend fund and system development

    Thanks acray. I think the data were from monthly returns of the fund since inception. Anyway, I think you are right and it looks like Monte Carlo testing. So I gather than these fund managers do not like data-mining but they may be doing it without realizing it. Do you think they actually have...
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    Regulation of online advice

    Everyone has an opinion about the market.:) I guess opinions worth 0.
  4. S

    Questions about forex ?

    Is there an edge in forex? Can you profit at the expense of MMs?
  5. S

    Interesting blog on BlueTrend fund and system development

    BlueTrebd has return about 12%annualized since inception. Interesting references to comments by famous Leda Braga who runs the fund about system design and data-mining. Anyone with knowledge of the details of bootstrap tests please comment on relevance of p-values calculated for the fund. Author...
  6. S

    How to make Millions of dollars per day trading.

    I you are rich you can buy expensive advice form qualified individuals. Money makes more money.
  7. S

    Developing a Systems (Strategies) for Trading ETF's and Stocks

    Good question! Murray may know some answers.
  8. S

    Do I need a License to teach tech analysis ?

    Hilarious post in price action lab blog (. a critic of traditional chart analysis): the bactrian camel pattern
  9. S

    Regulation of online advice

    I'm not sure that is true.
  10. S

    Trend following still works

    Under performance of S&P 500 in 2014, negative performance in 2013, 2011, dismal in 2012. http://www.managedfutures.com/program_performance.aspx?fundtype=&productId=18883 Get real guys. Get your act together for your own benefit only. Trend-following no longer works the way it did in the 90s.
  11. S

    Trend following still works

    In hindsight trend following always works:)
  12. S

    Regulation of online advice

    What about if you write a report and say that AAPL is good for a buy at 122 and will rise to 128? BTW, are those posting in stocktwits or tweeter violating any legal rules?
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    Do I need a License to teach tech analysis ?

    You need a diploma to teach astrology but not one to teach technical analysis.
  14. S

    Rather simple....

    Amibroker, multicarts, excel (easier and cheaper)
  15. S

    Is a demo account waste of time?

    It is useful to learn platform functionality only.
  16. S

    Data Mine Strategy - What's Been Done?

    Please, learn first what "tape reading" means. It is the most advanced style of trading. Courses go for $20K+ and you may not be accepted depending on answers to a questionnaire. backtesting is the poor man's way to doom. backtesting is not scientific because experiments cannot be reproduced. It...
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    Stock Screener for Crossing Moving Averages

    Free: finviz.com for some averages tc2000 for custom but not free
  18. S

    Data Mine Strategy - What's Been Done?

    You try to be scientific where no such thing can be easily applied. To start with, do you know that minimum number of trades that is required to be confident with an error x% that some backtest result is statistically significant and what assumptions must be made? Backtesting is a hideaway for...
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