Can a System be reverse engineered just from viewing daily trades/account statements?

If this was possible then let me show you my (hypothetical) very sucessfull trading results and you tell me what the system is.

If the system is 'hindsight bassed', how can you program that in?

How many trades do you need?

:)
 
Quote from QdzResurrection:

Well, still possible, but maybe not probable.

:p
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No. It's impossible.
You can solve Cubic equation, but when the dimention goes up, it becomes impossible from a certain level. It's a solid barrier. Same thing.

Any encryption can be solved if time allows, but it's only in the case that input:output = 1:1.
You may be confused at this.
 
Quote from dloomis514:

If this was possible then let me show you my (hypothetical) very sucessfull trading results and you tell me what the system is.

If the system is 'hindsight bassed', how can you program that in?

How many trades do you need?

:)
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Very true.
If such a thing is possible, you can get a genine holy-grail system ever.
I will plot perfect entires and exits according to the past chart, and submit to The Decoder.
 
Seems you talk down to me. So yes, I am confused, but let me tell you this. I have my opinion and you have yours. Neither is supreme. Truth is on both side of the coin, and it is often the way of expression.

By the way, it ia amazing that many so-called mathematicians or physicians look at others. So are you really the god in this era of science. Pppppppppp, Who cares.

:p

Quote from SmoothTraderFX:



input:output = 1:1.
You may be confused at this.
More...
 
Quote from QdzResurrection:

Seems you talk down to me. So yes, I am confused, but let me tell you this. I have my opinion and you have yours. Neither is supreme. Truth is on both side of the coin, and it is often the way of expression.

By the way, it ia amazing that many so-called mathematicians or physicians look at others. So are you really the god in this era of science. Pppppppppp, Who cares.

:p
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Thankfully, I just know the basic of math and physics that allows me enough to know it is impossible. It's really an easy behavior just to say nothing is impossible, but we are here in practical sense.
An opinion with redundant expressions is fun, but often it is just not informative at all.
 
Quote from lescor:



Long Term Capital had accounts and clearing arrangements all over the street to keep everyone in the dark as to what exactly they were doing.
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Interesting! :D

Could you provide any pointers for more details? Thanks!
 
Quote from Tea:

If you are really worried, open two accounts with separate brokers. Every now and then - open your trade with one broker and close it out in the other brokerage account.

YOU personally will be net flat, but the two accounts will still have live trades in them. Then at your convenience, offset the two open trades so your accounts will be net flat. This will cost you an extra commission (paranoia has its price). :D

Anyone who tries to figure out your system will be highly confused.
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Have you actually tried this yourself? Does it work? :confused:
 
Quote from CPTrader:

ETs,

Do you think that a System can be reverse engineered just from viewing daily trades/account statements?

For example, if you are a systematic trader and run for instance a manged account for a very market-savvy client, do you think they can review your historical trades and reverse engineer your system?

Could your broker also do this?

If so what steps can/should be taken to AVOID/ELIMINATE the possibility of a client (via a managed account) or even a broker reverse engineering your system?

Thanks!
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I previously thought about this.I think if you have experience in Designing Systems and a lot of time&Persistance you maybe able to create something very close to the System you are trying to Reverse engineer.Like Qwiktrade stated the more Complicated the System is the more difficult it would be
 
Quote from ShoeshineBoy:



3. If you have one supercharged system, give up the idea of trading all your money with that sytem. Take most of your account and trade other very different, but good strategies. Then, if they reverse engineer, by looking at your successful trades only, they will have a mishmash. Greed will expose you.

But you have to face the fact the fact that the only true way to really beat this problem is to have as many successful strategies as possible that are as highly variable as possible and then to thread them out through multiple accounts.
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Do you mean such as using (say) 3 accounts: A, B and C to trade (say) 4 (profitable) strategies: W, X, Y and Z, while each account individually will randomly trade all 4 strategies? :confused:
 
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