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Interesting. The key here is "consistently losing". I remember there is a short mathematical proof in the book Fooled By Technical Analysis by M. Harris (offered in website form only but is worth a read) that a consistently losing strategy is similar to a consistently winning strategy...

Do you agree with this. I don't: "It is only by combining assets of like volatility – and, it is assumed, like expected return – that should allow us to enjoy the free lunch of diversification." I don't think there is free lunch and I also don't think maximum benefit of diversification is when...

I haven't been in these forums for a while due to focusing exclusively on my trading and business under pandemic conditions but I must say after reading this thread by chance that 8 and 9 summarize accurately everything I would also say. Some traders I know had to unlearn what someone taught...

@Baron, I gave it another try. Giving up because I do not need people like Kevin policing my posts. You can delete my account. Kevin wants the forum for himself. If you do not block him, he deserves it.

The boss of this forum is Baron and you have no business policing anyone. People like you damaged good forums like this. Banning you could increase forum value because it's obvious your focus is not on the subject but on attacking other members. I can find 53 references to Harris and his work...

You should read Kevin's book. It's the best. (Never engage in an argument with a know-it-all type)

LOL I haven't posted for 6 months for exactly this reason. ET was a great forum until the Kevin Schmits and their likes took over.Kevin is one of those with the goal of convincing every newcomer to ET to quit trading. Not good for advertisers and their money. Here is one of his attempts to...

Forex, ETF and futures and you don't need all that expensive equity data. Thanks for the links anyway. The trader education section of PAL blog is gold mine.

Zero-sum game...

Forecasts for 3200 today. Unstoppable market lol....

Only if markets change during walk-forward.

Market place for curve fitting?

The Holy Grail is to trade markets where there are large groups of losers.

I think I read somewhere they fired the head of ML not long ago.

As I wrote in another thread before using any ML program think of multiple comparisons and read this classic article from PAL blog.

This thread reminded of this classic article from PAL blog since we just discussed another of their articles in another thread. Please read the article before using genetic and NN algos. When you use anything that optimizes you have to think multiple comparisons. If you optimize anything on the...

If you look at S. Cohen pic it doesn't mean you are going to make S. Cohen money....

You are overestimating ability of PhD from unrelated fields to finance to understand markets. Before they do most are already fired.

I found the article interesting. If you read it again you will notice the following comments by the author: "We can never be 100% sure and also the test reliability can be questioned." "We conclude that for the period 2009-2019, we cannot reject the null hypothesis." As it appears then this...

Modern inverse h&s is the inverse volatility product.