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I don't support anybody at this point, they're all flawed. If Obama is out, so be it. The guy I really wanted dropped out long ago, so it's just another four years of dreck as far as I'm concerned.

It would have worked only if I couldn't deal with it, but I did. Try to keep up. :D :D :D [b] Obama is a politician and if this is his Waterloo, so be it. But I notice in that same speech that Wright said no Black could run for President, but obviously Obama didn't believe that. So...

What dodge? YOU brought up Bush. Now you want to make like you didn't. Typical. I explained to you about the hate speech, so either you're claiming to be omniscient and you *know* whether Obama actually heard that speech and didn't deal with it appropriately with his kids, or you're once...

I've had trading mentors who I admire but I don't accept everything they said as gospel. You really are stuck in a simplistic all-or-nothing mindset, aren't you? And I don't have to excuse GWB, your side already has for (a) being a chickenhawk: skipping out of the Vietnam war which he fully...

How hard do you imagine it is for Obama to discuss a sermon with his daughters and tell them the good parts versus the bad parts? Kids get exposed to all manner of undesirable stuff, and the best parents give them the tools to think for themselves and to live by moral standards, rather than...

He is the lazy. Rightwing extremists are incapable of complicated thoughts, or nuanced thoughts. Everything has to be ground down to a bumper sticker slogan, or a two-word label, or at most a 30-second soundbite. Obama's speech will not register with anyone brought up in the simple-minded...

Just to clarify my opinion in this thread, it applies only to mechanical traders. I would not presume to know what is best for a discretionary trader, that being a highly subjective and individualistic activity. But for mechanical trading -- trading which can be programmed into a computer...

:confused: I don't know about CIS but here's the website for CSI: http://www.csidata.com/

Not basically. TA is far more art than science, and too much of it is at best a valiant failure. Many beginning traders have been burned by touted TA methods that are too weak, and in some cases downright fraudulent, to produce a profitable edge. So some become adamantly anti-TA in all its...

Fair enough. You have a good one as well, TD. :)

Thanks.

OK how about a simple test? You pick the stock (free historical data available at yahoo), you pick the time period (5+ years), you pick the public domain timing strategy, you pick the initial account size, etc. The only variable will be your fixed-fraction position sizing versus my alleged...

Apparently not. I ask how TradeStudio does adaptive Kelly and you respond with glittering generalities. I expected as much, but it's still a little disappointing.

Ralph Vince? He couldn't optimal position size his way through wet tissue paper, at least not based on the swill he's selling to the public. Tell me, what are you using for position sizing if you don't believe in trying to optimize it? I'm honestly curious.

It's not undue if you use optimal position sizing. That's what it's there for. :) The problem is that scaling really (I mean REALLY) complicates your position sizing. Instead of a single return per trade, you're now juggling two or more returns per trade. Give me any sequence of single...

I did. I'm not looking for certitude, I'm looking for maximum profits. The folks looking for certitude are those who are trying to maximize their win rate. Trust me, I'm not one of those people. I have no problem with shutting down a losing trade if I'm confident in the overall system that...

My 2 cents: I think both scaling in and scaling out are inferior. If you're scaling in, it means you're timid about your entries and you need to work that: find better entries. If you're scaling out, it means you're timid about your exits and you need to work on that: find better exits...

Adaptive position sizing allows recalculation after each trade (backtesting and live).

Adaptive Kelly?

I've done the overall daily return distribution analysis that you first suggested and here are the results: 1,256 positive deviations from the median daily return 1,256 negative deviations from the median daily return 1 zero deviation (ignored) 1,348 runs The runs-test analysis yields a...