Foward curve analysis

[2rosy]

Know any good software to analyze curve characteristics

 

[xandman]

I think you need to give details. You can write a program in your sleep.

 

[2rosy]

Quote from xandman:

I think you need to give details. You can write a program in your sleep.

I found this site. It looks ok

 

[2rosy]

Quote from 2rosy:

I found this site. It looks ok

+1

 

[Humpy]

Ya need polynomial regression analysis.

 

[T47]

I personally use CQG as a charting package and they do very good with spreads and stuff

 

[2rosy]

Ya need polynomial regression analysis.

What about orthogonal distance regression? I want to know if I have longs and shorts over a forward curve how can I get something like an option's delta

 

[Murray Ruggiero]

TradersStudio let's you design trading system which can get filtered with equity curve feedback. TradersStudio contains three backtesters. This is how you can filter a system using the equity curve of that strategy.

 

[Humpy]

TradersStudio let's you design trading system which can get filtered with equity curve feedback. TradersStudio contains three backtesters. This is how you can filter a system using the equity curve of that strategy.

But does one produce profits ? That is the question.
Losers are worse than useless. If you can show that your systems produce regular profits then interest would grow exponentially.

 

[Murray Ruggiero]

But does one produce profits ? That is the question.
Losers are worse than useless. If you can show that your systems produce regular profits then interest would grow exponentially.

First of all I do have profitable systems. My systems which I designed currently manage about 150 million at Tuttle Wealth. Another question is can you test these strategies, and the answer is yes with TradersStudio.