Search results

I'm looking for books and training on energy trading. I've found Paradigm: http://www.paradigmtraining.com/store/ offers this. Can anyone recommend or critique? Are there alternatives? Thanks, Mud

And the other.

Looks like my graphs didn't show up...

MCJ, Those TradingBlox graphics are great, and your system looks quite solid. The problem with that Monte-Carlo simulation is that it (normally) relies on the Geometric Brownian Motion (GBM) model to drive it's simulations. The GBM makes two important and quite false assumptions: (1) Returns...

They may all show significant profit, but some profit more than others, and hence are optimal. Did you try optimizing the triple EMA strategy on, say, the first five years, and then running a walk-forward simulation on the rest of your data? If the result is that the optimized strategy is...

You can be sure to avoid getting flammed by not calling anyone a sucker ;) Can you explain what the major flaws of parametric optimization are in a context where the parameters of the strategy are static? Similar question: Isn't a static chart (I'm assuming you mean the optimization...

Excellent post MGJ! Back-testing causes over-fitting of the optimization parameters, so I don't rely on it. However it is better than no test at all. If you plot the optimization surface for the historical back-test, you would see a really jagged surface. One step in either direction with...

I'm new to the boards (well, to posting at least ;)). What kind of methods do you use to test your strategies before putting them to work in live trading? There are major problems with both historical back-testing and the typical Monte-Carlo simulation that uses the Brownian motion model. Do...

First of all, ignore what theboxer replied as he's only trying to confuse you. An option premium (the value of the option) can not be negative. So if you buy an option, you can lose nothing more than your premium. Keep in mind that this is still a 100% loss. However, if you sell an option...