Multiple systems at the same time

horribilicus · Nov 2, 2006

Quote from OddTrader:
done any backtesting yet? briefing of performance summary/ data to share?

1. I am trading it on more than 50 markets, draw your own conclusions
2. With you? After reading (this thread)? No.

OddTrader · Nov 2, 2006

Quote from horribilicus:

1. I am trading it on more than 50 markets, draw your own conclusions
2. With you? After reading (this thread)? No.

You must have already guessed my conclusion, particularly about your trading a system over 50 markets. You guess is correct this time. Bye!

uncertain · Nov 2, 2006

Combining Strategy A with negatively correlated Strategy B sounds like a nice way to improve results. If strategy A is the trading system Sled and Strategy B is WinkB then their combination is probably a joy to behold.

aus_SPIder · Nov 2, 2006

i would kill to have that sharpe. best system i ever made had better PF and win rate, but that sharpe is amazing.

man · Nov 3, 2006

Quote from aus_SPIder:

i would kill to have that sharpe. best system i ever made had better PF and win rate, but that sharpe is amazing.

i have an apple and can't unzip it. what is the
sharpe reading? thnx.

uncertain · Nov 3, 2006

Quote from man:

i have an apple and can't unzip it.

http://nces.ed.gov/help/techissues.asp

man · Nov 3, 2006

too kind. yet the downloaded version does not
recognise the file. mind just telling me the sharpe?

uncertain · Nov 5, 2006

http://www.maczipit.com/index.html

http://www.haase-online.de/dirk/maczip/download/

http://www.google.com/search?hl=en&...macintosh&btnmeta=search=mac=Search+Mac+Sites

NoWorries · Nov 5, 2006

I've been reading this thread with great interest and have a question about correlations. Are there any concerns that correlations might be sensitive to the frequency chosen (e.g. days, weeks, months etc.)? In theory it's possible to have a negative correlation using daily returns, but a positive correlation using weekly returns. I would assume that this would be very rare in practice though. Is there any relation between correlations and frequency, e.g. that correlations tend to get stronger as the frequency increases?