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    How much did SAC lose on Volkswagen?

    I'm no official spokesperson... But I'll start with a question with... how the hell does it affects all of your trading. I wonder why people trade to start with... That said... the loss SAC had is not huge as all you suckers wish. The majority of the reason is all the brokerage short...
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    Strategy testing and simulation

    MJG... If I perceive what you mention "literally".... BAD. Just stickin' with "1." of your post... First question to change a few of our minds... You mention about "Design and optimization" from start. To what extent does the design include? Do you decide on what type of...
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    How much did SAC lose on Volkswagen?

    This is not a guess. They're exposure to one "symbol" is not large, plus they're very (x100) well diversified, and very good at it. VW squeeze "single-handedly" is not going to impact them as much as people think. The bigger impact is the general market condition itself. *I don't trade...
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    seeking the best Java real-time tick data level trading platform?

    Most firms use a combination of them. More C++ / Unix as it gets closer to the core infrastructure. More Java / Win as it gets closer to the front end. Unless they're a small operation firm without a decent Infrastructure IT team, you won't see a single language/platform system. Each...
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    I think this guy must be an ex-trader

    He's macro power-leveler... Monitors the characters so that the mods can't ban the account. (Suspecting Macro-PL are given IMs by the mods... and if you don't reply or stop, you'll be put on the black list)
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    Combining multiple systems

    I'd just like to comment something. 1. I got a weird news that MAESTRO is not for real. (I have no idea.... not a personal attack and shit. Just something I heard during a real life chat. (I'm in Japan right now but I used to live the US and still connected) That got me posting this...
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    Combining multiple systems

    OK... I thought it was only you but I guess a lot of people don't understand... Apologies... you have an average intelligence...
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    Combining multiple systems

    You don't get it because you're a f*ckin' retard... I ended up re-editting the words that I f*ckin' used. 0 means you take the "Given" condition... and don't participate on the decision of the next direction.
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    Combining multiple systems

    This is my real real real real real last post... I think I can mention this a bit more in detail because it's a really simple and I feel that I'm won't be giving out anything much... Let's say you are given a choice to stay out along with going in and out. So you are given 3 choices from...
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    Combining multiple systems

    Well... Considering the current topic... I'm can not be exactly sure that I am at the same conclusion and view with MAESTRO and I'd like to warn that I don't speak on behalf of him. So what I mention may not be the same "view" as him. My conclusion ended up being a Fib. relationship...
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    Combining multiple systems

    Sorry I added more to the content... I thought of letting it pass but I figured I should write more for time remaining... Over-analyzing your post and relating to my past studies... Would you like me to say... around 60-40 on the positive side...
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    Combining multiple systems

    Thank you for a simple mis-interpretation of Bayesian Analysis. Past results do not count as a "moderator effect". Also, Prediction Group (There was a book written about these guys... I think they're gone now...) did a study on this, google it out if don't believe me me. I've ran similar...
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    Combining multiple systems

    First of all Parrondo and Monty Hall has a major difference. First, you have a third factor which is the host and the other factor being the choice to switch. This also leads to the fact that you have a positive Bayesian probability to start off with the Monty Hall Problem. Parrondo's...
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    Combining multiple systems

    1. Key statistics don't tell me shit. It's a measure. cold, hot, hotter, hottest... etc. etc. 2. I'm always testing for something better for anything. 3. Different systems? Is this semantical stuff... systems meaning portfolio models? For discussion purposes, let's keep systems as...
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    Combining multiple systems

    I guess I've been asking to many questions... :( Though it isn't the only "complication" I add to my own portfolio management, I've briefly wrote about categorizing systems and base tendencies the systems are using. Hopefully adding my own experience can provide me with more feedback...
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    Combining multiple systems

    Dude... don't take it too personal. I don't have to agree to everything you post in here and am I not allowed to post something against it? If having my own mind is "stupid" or seemingly "know-it-all" then so be it. I did take the luxury of testing the original Parrondo's example and...
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    Combining multiple systems

    Well... things have been very conclusive (in a sense) in this thread... In terms of, developing single signals and position sizing, I think there's been plenty of discussions about it. But there hasn't been enough discussions about portfolio management from a systematic trading standpoint...
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    Combining multiple systems

    :confused: You're over-analyzing my original questions. It has little to do with the actual process... It's simply a question to be discussed. So the Objective List you made does not reflect my point of view. Though, I think it's a good starting point for a discuession. :D :D :D
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    Combining multiple systems

    Agree 100%
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    Techno-Psychological Setups

    This thread is funny. BWAHAHAHAHAHAHAHAHAHAHA
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