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99%... Why not 100%? Depends on how that 1% came about.

I think he's suggesting that it will give you tools to identify the problem when you make that mistake. I don't agree, I think psychology is BS. But I think that's what he meant.

1. Law of Large Numbers. 2. Buying power. 3. Appropriate research. 4. You have to join Bright Trading.

http://finance.wharton.upenn.edu/~benninga/mma/MiER74.pdf Is this what you're looking for?

Gotcha. Agreed.

Wasn't skepticism part of becoming a successful trader? Or empiricist who are skeptical = being a screw up? Isn't that a typical profile of a guru in ET?

Where did global warming go? Seriously, I feel for you. Heard that Chi-town is getting hit hard in all different ways... economy, weather, market, jobs... What's worse is, chicks are being up-tight and more people not riding the traditional cabin-fever tradition. Less bodies to warm each...

OK... I'm going to try again with a single txt file. The top mapping is the system mapping of some of the systems I have. I picked out the low correlation ones to make things interesting. The bottom mapping is the impact of one system to another, quantified. Interestingly, even if...

First file I tried to upload was the wrong one. Forget about it... :(

Slip-Forward. Step 1. First step is a simple step. You find out how the system will perform under the current portfolio. For the previous set of tests, it was about refining the filter and the system you had. Let's just assume that it's refined to a reasonable level. First you get...

Before the Chit-Chat thread and this one, I took some time to plan out what I would write about and when I'll be posting them. But once I started, I've unintentionally left out some stuff and because I intend to cover the topics under a reasonable level, here's another post. This thread WILL...

Once the integration is done, my development process branches out to a few other processes. I won't get into them in detail but a brief overview of some other things I do are: 1. For any reason, I may want to develop a new model. I re-generate the dataset with all the models failing, and...

Up-to-now, you have a single system with signals and a filter. The next step is the integration testing part, or I generally think of it as a refining step. You run the models with other filters and make sure the filters you have developed can co-exist with other filters. So the first thing...

How about you get to ban up to any 5 members in the site? Including the mods....

One note. I thought that I read somewhere that there's more editing capabilities (like no 30 min. limits for the OP) in threads in the Journal Forum. Primarily, the reason why I started the thread in here... But I guess I miss understood... No biggie...

Few more stuff, about data generation I'll add for now: 1. This is part of the single model development process. So typically, the models get revised after each test. 2. A single model development is like a unit test for programming. Also, it's a test-driven development process...

Continuing... (There's plenty of smart people in the world... I don't claim to be the first person to develop models in this way) So up to now... you have a "Data Filter" and competency of the system that can allow you to: 1. Generate data that is compatible with your system. 2. Adjust...

This actually came into my realization after having a drink with nitro 5-6 years back in Chicago at Dublins. I took the concept of the discussion forward and pursued it to where it is now. Mad props to nitro... Now... a bit more in detail. There are a few pre-requisites to run this...

I post stuff for a week or less about system development. I want to start and end this in a quiet manner. So you've got two systems, both trading under a different tendency. You've done all the tests and analyzed all the key figures required to run and manage the system solo. The obvious...

Now... a bit more in detail. There are a few pre-requisites to run this test. First requirement is for the developer to isolate a specific condition that the system would be profitable under. If the system is simple, the required condition of the test data would be simple. So using the...