Very true indeed.TrendsCatcher wrote:On the other hand, one doesn't need to prove causation to make money.
Search found 11 matches
- Thu May 22, 2008 2:01 pm
- Forum: Trader Psychology
- Topic: Trusting your system
- Replies: 24
- Views: 33547
- Thu May 22, 2008 3:54 am
- Forum: Trader Psychology
- Topic: Trusting your system
- Replies: 24
- Views: 33547
- Tue May 13, 2008 4:21 pm
- Forum: Futures Markets
- Topic: WARNING: Senate Democrats look to end U.S. trading
- Replies: 6
- Views: 6521
- Mon Apr 14, 2008 12:33 pm
- Forum: Testing and Simulation
- Topic: MAR Ratio at +Infinity
- Replies: 2
- Views: 3098
- Mon Apr 14, 2008 12:23 pm
- Forum: Testing and Simulation
- Topic: MAR Ratio at +Infinity
- Replies: 2
- Views: 3098
MAR Ratio at +Infinity
Just this morning I got a demo version of Trading Blox, and was fiddling around with various systems.
One of the systems I tested yielded a MAR Ratio of +Infinity with a stratospheric Sharpe ratio to boot. Yet, the CAGR was a meagre 3.9% over a 12 year period. How do I interpret this data?
Kobeyashi
One of the systems I tested yielded a MAR Ratio of +Infinity with a stratospheric Sharpe ratio to boot. Yet, the CAGR was a meagre 3.9% over a 12 year period. How do I interpret this data?
Kobeyashi
- Thu Apr 10, 2008 4:08 am
- Forum: Money Management
- Topic: Pooling our research and money
- Replies: 8
- Views: 11657
- Wed Apr 09, 2008 6:15 pm
- Forum: Money Management
- Topic: Pooling our research and money
- Replies: 8
- Views: 11657
- Sun Apr 06, 2008 1:23 pm
- Forum: Testing and Simulation
- Topic: What to make of this chart?
- Replies: 19
- Views: 14248
- Wed Apr 02, 2008 3:46 am
- Forum: Trader Psychology
- Topic: How to lower the blood pressure?
- Replies: 9
- Views: 16117
- Tue Apr 01, 2008 12:23 pm
- Forum: Futures Markets
- Topic: Black Swan? Pink Hippo? Falling Bund?
- Replies: 2
- Views: 4448
Black Swan? Pink Hippo? Falling Bund?
This is what happened on the 28th of March, 2008. Personally, this is the first drastic fall that I have witnessed, though I have read a lot about price shocks in 1988 and 2001. And there are quite a few conspiracy theories floating around about this now, since the Eurex decided that all trades were...
- Tue Feb 05, 2008 7:28 pm
- Forum: Money Management
- Topic: An example of compound growth (Exponential)
- Replies: 4
- Views: 7869
Hello Crackhour, Must have been great to meet Ed Seyota. :) About the 'trade less' thing, this is something I have noticed with my own trading. When I trade a lot, my performance is always bad. Perhaps it is due to insufficient analysis, or just an impulse. The less I trade the better my trades are,...