H HPT Sep 4, 2008 #11 Quote from dima777: thanks for replying....not sure I understand how they do the simulating - do they just re-scale the past trading history? I do not see how they can simulate a strategy in any other way - except if I give them the system itself... More... from your entries/exits ..they can calc Sharpe ratio, VAR Risk, scalability etc etc.. chuck me a pm and i'll get some info for you.
Quote from dima777: thanks for replying....not sure I understand how they do the simulating - do they just re-scale the past trading history? I do not see how they can simulate a strategy in any other way - except if I give them the system itself... More... from your entries/exits ..they can calc Sharpe ratio, VAR Risk, scalability etc etc.. chuck me a pm and i'll get some info for you.
D dima777 Sep 4, 2008 #12 Quote from HPT: from your entries/exits ..they can calc Sharpe ratio, VAR Risk, scalability etc etc.. chuck me a pm and i'll get some info for you. More... Thanks for replying.....I wonder if these can be reliably calculated on my own...
Quote from HPT: from your entries/exits ..they can calc Sharpe ratio, VAR Risk, scalability etc etc.. chuck me a pm and i'll get some info for you. More... Thanks for replying.....I wonder if these can be reliably calculated on my own...
