you are not allowed to use a verb on this thread on TA

M

man

futures trendfollower1: average trade length 200 days - basically ma crossover
futures trendfollower2: turtle like thing
futures trendfollower3: mixed indicator stuff

intraday trend follower: mixed indicator stuff on 12 futures

on paper: intraday breakout sp and high grade copper

in development: self adaptive strategy on euro/usd, intraday breakout on twelve futures


actually introduction just necessary for this category = technical analysis. more fun in communication with no verb. maybe later in the thread move to no letter "e". much difficulty in this. right?


pax
 
back to content: selfadaptor strategy tough call. no danger of overfit but hard research. so far no better results than 1.3 sharpe on EUR/USD, which poor because longonly sharpe 1.2 (:.

minrequirement for intraday futures portfolio: sharpe 2.0, for daily data 1.0.

sidetopic
sharpe versus sortino versus omega
still sticky at sharpe. maybe old fashion. hmm. uncertain. more conservative approach. punishment for upside vola as well as donwside. possible loss and possible gain the same.
 
Quote from man:

"... punishment for upside vola as well as donwside. possible loss and possible gain the same.
More...

I think maybe I'll get that tattooed on my butt.
 
content: 200 random trades over one year average sharpe of slightly below zero (transaction cost), 3% chance sharpe of above 1, 1 % chance above 2.4.

thus randomness fools probbly everywhere.
 
It's obvious with your command of the English language, you wouldn't know a pronoun or a verb if it fell out a window.
 
Quote from Ebo:

It's obvious with your command of the English language, you wouldn't know a pronoun or a verb if it fell out a window.
More...


well. neither funny, nor full of content, nor within rules. sorry. your limitations obvious. plus no humour. by by.
 
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