Math PhD strategist looking for capital
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Quote from Macho:
To give credit where credit is due. The "predicted low" was 4950 and he hit it smack on. (so far) . The current high was also on the money.!!!And that happened after his post.
And looking for a close around 57-58.
Looks like the predictions are based on SP's and not ES. All good for gumnet work.
Let's see what tomorrow brings.
they dont wave the chequered flag at indy after 5 laps LOL
Could you post the statistics of your performance, such as on emini ES, the average winning ticks per round trade. holding time, the number of trades per day, limit or market order, etc, so that we can have an estimate.
talking from my own background, I was a staff scientist from a national lab. I developed a hft strategy and traded it with my own capital. my sharpe ratio is much higher than 3. possibly around double digit. I accumulated enough capital for me to quit the job and start new trading possibilities.
If your strategy can not cover the commission, that only means, you do not have a real edge, and keep working on it until you find one.
talking from my own background, I was a staff scientist from a national lab. I developed a hft strategy and traded it with my own capital. my sharpe ratio is much higher than 3. possibly around double digit. I accumulated enough capital for me to quit the job and start new trading possibilities.
If your strategy can not cover the commission, that only means, you do not have a real edge, and keep working on it until you find one.
If you are really interested, you can contact me. We will send you update prediction data during day trading time. As a matter of fact, the predictions are mathematical expectation, and they are of course not 100% accurate. As a quantitative analyst, I would be less criticized if I don't give numbers but writing comments about stocks. However, we would like to release these predictions since we are responsible and ready to listen to your critisizing.
At least for S&P500, the accuracy of the predition has the historical error within 0.4%
Meanwhile, we understand sometimes there might be model risk when we give the predictions. So if you find the predition is far from being making sense, just not to use them.
The computation is not free and not cheap because we are using cloud computing services, that's why we still accept money from outside. Later we will publish part of our technologies in our website. You guys are welcome to make comments and suggestions. Personal attacks and insults are not welcome because it can't benefit to anyone of us.
We will keep working on our computation technologies to give the general public satisfactory results. Thank you for visiting our website.
Did I miss the R-squared of your system?
GordonTheGekko
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You should be open to share performance, details and maybe a website. NDA's and an attorney are a must, and it sounds like you have neither. Or no?
domain: aatsys.com
created: 02-Jun-2010
last-changed: 07-Jun-2011
registration-expiration: 02-Jun-2012
nserver: ns2.ipage.com 65.254.254.151
nserver: ns1.ipage.com 66.96.142.116
status: CLIENT-TRANSFER-PROHIBITED
registrant-firstname: Changguo
registrant-lastname: Ji
registrant-street1: W243N2312 Saddle Brook Dr
registrant-pcode: 53072
registrant-state: WI
registrant-city: Pewaukee
registrant-ccode: US
registrant-phone: +1.2628888888
registrant-email: zhli73@yahoo.com
created: 02-Jun-2010
last-changed: 07-Jun-2011
registration-expiration: 02-Jun-2012
nserver: ns2.ipage.com 65.254.254.151
nserver: ns1.ipage.com 66.96.142.116
status: CLIENT-TRANSFER-PROHIBITED
registrant-firstname: Changguo
registrant-lastname: Ji
registrant-street1: W243N2312 Saddle Brook Dr
registrant-pcode: 53072
registrant-state: WI
registrant-city: Pewaukee
registrant-ccode: US
registrant-phone: +1.2628888888
registrant-email: zhli73@yahoo.com
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