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Seriously... this thread is funny. "Theoretically, starting with Freud...", emotions are feedbacks from the sub-conscious mind. So the original poster thinks, for some reason, that he knows what the market is doing, or what the market will do sub-consciously. So he consciously turns his...

BWAHAHAHAHAHAHAHA!!!! We've got another Psycho-babble thread by a skill-less insecure trader.

They'll do a great job opening up a whore house. They don't have to look anywhere else, they've got plenty working for them already.

1/36 : -10 8/36 : -5 16/36 : 0 2/36 : 5 8/36 : 10 1/36 : 20 Profit = 11/36 Loss = 9/36 Breakeven = 16/36 I'm not going to bother posting any charts and code stuff for this but the Std. Dev. (or... Sharpe) of the curve will be smoother. Question is what fitness you'd use to...

:) ... I'm NOT disappointed... :p just kiddin' :D :D :D I agree with most of the material you've written in terms of the basic premises you covered. I would have to add a comment about your post because I got an impression that you approach each component of the portfolio as an...

I got an E-mail from a buddy reading this thread, telling me I'm correct, along with a pdf file so I'll pass that along in ET. (It's not a big secret file, it's easy to find if you googled this... What they mention is nothing special too, just some rational thinking about probability theory)...

You're still disappointing me. :p 1. "Deeper" meaning re-arranging the concept using it as an idea? 2. Roughly similar idea.... Potentially fruitful... Great. So it's roughly a potential idea that is fruitfully similar to what you used? :confused: Anyways, I think I've given it...

What do you mean theoretical justification? You're doing it on your Excel sheet right? Are you using something without any clear justification? You mention, about finding robust combinations. Tell us what conditions to look for to identify a robust combination?

For starters: :D :D :D :D :D 1. Your stuff is dependent. 2. Signal hedge... There was a paper written by someone about 7+ years ago. I can't recall the details but it was written by an old school developer like Mark Johnson or Mark Brown... I know that it's by an OG poster from...

Buy Low, Sell High. Buy High, Sell Higher.

WOW!!! I pissed off another person in ET. Just put me on ignore list, seriously.

LOL... You're the 98% knowing guru in ET.... Why ask such a newbie question? I think we're not worthy of providing you with that type of information... as you already know 98% of what people have to say in here. And not to mention, you have a website and a retail service that teaches...

Best??? So you're basically going to stay away from (or fade) what people are going to start posting in this thread... RIGHT?

The question I get is, if you optimize your performance of your portfolio using some fitness (like Sharpe) how will you readjust it? I agree that statistical tests to be the core function of the decision process. But we deal with multiple systems within different trading style. I can have a...

The moral of the story is... You shouldn't be investing stuff based on second hand trend. So why not go for baseball cards or comics.... They've got investment value and no one's been talking about their bubble.... How about... Sports Memorabilia... ebay has some active markets for...

Hopefully, the paradox of the paradox topic is over so I'm going to try getting the discussion back into topic... Managing a single system and multiple systems... 1. How are they similar and different? 2. How should a risk profile of a single system reflect towards a portfolio of...

C'mon guys... Give it some more thought... You had to realize this is BS, when you Googled around about it. Even Wikipedia, gives the answer to all this BS... All systematic traders are supposed to be skeptics... Or do people in here actual trade systems? Or... trade multiple...

... I don't see the contradiction... What the hell is wrong with the OP??? I'm getting confused... I haven't been this confused since a retarded kid told me that apple and oranges are opposites.

So we've got a fancy name for trading the equity curve. Maestro, you've disappointed me... :p

1. You're still in denial. 2. The basis your expectation towards the market is pretty much useless. http://www.elitetrader.com/vb/showthread.php?s=&threadid=135268