Good thx for the links.
Everybody who is interested can contact me. But he/she has to pay for the data.
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Offering auto-trading long-only options system "sys13"
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Good thx for the links.
Everybody who is interested can contact me. But he/she has to pay for the data.
Sorry, I don't understand your offer and the reason for. I assume it's a joke.I try send you 50K bitcoin. No work.
BTW, I don't have a BTC-wallet yet.
Annual Return
Filter => 6956.6850%
Source code included!
Q
An Exploration of Simple Optimized Technical Trading Strategies
Ben G. Charoenwong
*
Abstract
This paper studies the behavior and statistical properties of three simple trading strategies. Technical trading strategies can be viewed as a form of information gathering. But are they worth the computational cost? I
compare the profitability and trading accuracy for three strategies with different information gathering techniques and parametric dimensions. The trading rules were a filter strategy, moving average strategy, and an arithmetic and harmonic mean difference strategy. ... ...
http://deepblue.lib.umich.edu/bitstream/handle/2027.42/91813/chben.pdf
Page 12
Table 1:
Results of Optimized Strategies => No Trading Cost { Profit ($) : Annual Return : Accuracy (%) } VS $8 Trading Cost { Profit ($) : Annual Return : Accuracy (%) }
Ideal => No Trading Cost {49337.82 : 6956.6910% : 100.0000% } VS $8 Trading Cost { 30617.38 : 4317.0870% : 100.0000% }
Filter => No Trading Cost {49337.78 : 6956.6850% : 99.6846% } VS $8 Trading Cost { 32739.26 : 4616.2740% : 44.9672% }
UQ
It would be interessting to know which timeframe and markets the above system trades.
Hopefully its not curve-fitted... But the words "optimized" and "simple" could indicate into that direction, I'm afraid.
Yes, all you have to is use Google to search.... you do know what Google is right?
http://optiondata.net/
https://www.tickdata.com/product/historical-options-data/
https://www.historicaloptiondata.com/
http://www.optionistics.com/
I've checked the first 2 of the above.
The first one seems to have only EOD --> ie. useless for this system.
The second one has tick data, ok, but 1yr data for 67 titles would cost more than $15k !
Would you, dear critic, pay for that?
Whereas it is not necessary at all with GBM data.
- Your system above with just 1 trade/month is nothing but a micky-mouse system compared to mine.
- You are making silly and unfair accusations against me.
- Just provide the input data then I can do as many backtests you like, see my prev. posting on this.
You have shown you are not very intelligent. That was only one system trading once per month on one underlying. As I stated in my post which you did not read I could have easily launched that same trade every day and I could have launched it against hundreds of stocks.
What I was pointing out was showing real results against real market data. You have shown fake results against fake market data
Anyone who buys your system that claims a 1000% a year but has never been tested on live market data is a complete idiot.
A fool and his money are soon parted. You have shown only to be a fraud. Come back when you can prove you have tested on real market data.
I am trading my system live right now with my own money and my results are in line with the backtest. I have complete confidence as my backtest includes the crash of 2008
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You have shown you are not very intelligent. That was only one system trading once per month on one underlying. As I stated in my post which you did not read I could have easily launched that same trade every day and I could have launched it against hundreds of stocks.
What I was pointing out was showing real results against real market data. You have shown fake results against fake market data
Anyone who buys your system that claims a 1000% a year but has never been tested on live market data is a complete idiot.
A fool and his money are soon parted. You have shown only to be a fraud. Come back when you can prove you have tested on real market data.
I am trading my system live right now with my own money and my results are in line with the backtest. I have complete confidence as my backtest includes the crash of 2008
You stupid man, you should first learn manners!
Every idiot like you can run a backtest over old/known data to which his system was optimized, ie. curve-fitted.
Mine does forwardtesting, not backtesting, though it can also do backtesting.
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You stupid man, you should first learn manners!
Every idiot like you can run a backtest over old/known data to which his system was optimized, ie. curve-fitted.
Mine does forwardtesting, not backtesting, though it can also do backtesting.
My system actually works and I have been making money for the past year since I started trading it. That is all the proof I need.
You are resorting to abusive language. Very unprofessional
My system actually works and I have been making money for the past year since I started trading it. That is all the proof I need.
I hereby challenge your claims. Come on and prove what you are saying, if you are a honest man!
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I hereby challenge your claims. Come on and prove what you are saying, if you are a honest man!
I already showed you my system trading against real data. You have only claimed to have a black box system trading against fake data. I have shown my system tested against real market data using an independent third party testing system http://quantycarlo.com/
You admit your back tests are against fake data and you refuse to test against real market data.
Until you show your system trading against live data you are nothing but a fraud.
The burden of proof is now on you
Oh, the fraudster who shows curve-fitted backtest data, rejects to prove what he says,I already showed you my system trading against real data. You have only claimed to have a black box system trading against fake data. I have shown my system tested against real market data using an independent third party testing system http://quantycarlo.com/
You admit your back tests are against fake data and you refuse to test against real market data.
Until you show your system trading against live data you are nothing but a fraud.
The burden of proof is now on you
accuses someone else of fraud... Very convincing...
Just go out and play in the street, stupid kid, a man you are not, the least honest.
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