Search found 49 matches
- Fri Jan 09, 2009 12:53 am
- Forum: Money Management
- Topic: Dynamic Portfolio Balancing Project
- Replies: 6
- Views: 7382
- Sun Jan 04, 2009 10:40 pm
- Forum: Money Management
- Topic: Dynamic Portfolio Balancing Project
- Replies: 6
- Views: 7382
I've been working on things off and on as usual. I've had a lot of problems finding edges in higher frequency breakout systems and my original intent was to have a mix of high and low frequency systems and mix and match the equity curves. So on that front I've been unsuccessful. This weekend, I sat ...
- Tue Sep 30, 2008 5:00 pm
- Forum: Money Management
- Topic: Dynamic Portfolio Balancing Project
- Replies: 6
- Views: 7382
- Tue Sep 16, 2008 5:58 pm
- Forum: Money Management
- Topic: Dynamic Portfolio Balancing Project
- Replies: 6
- Views: 7382
Dynamic Portfolio Balancing Project
I thought I'd post a project I'm undertaking on this board. It's a work in progress and mainly just an exploratory exercise to see what can be done mixing and matching equity curves and adjusting position sizes dynamically. I'm posting some of this here as I'm hoping to get some constructive feedbac...
- Mon May 26, 2008 2:22 pm
- Forum: Trend Indicators and Signals
- Topic: Pattern Recognition/Computer Artificial Intelligence
- Replies: 6
- Views: 9323
Pattern Recognition/Computer Artificial Intelligence
Does anyone have any experience in this area? There is a specific pattern that I really like to trade and it has worked rather well on a discretionary basis, but the pattern comes in similar yet different shapes and sizes and it's time consuming to flip through a lot of different charts and timefram...
- Wed Jul 11, 2007 3:42 pm
- Forum: Testing and Simulation
- Topic: R-Multiple misleading ?
- Replies: 24
- Views: 22815
- Tue Jun 19, 2007 4:47 pm
- Forum: Trend Indicators and Signals
- Topic: Normalizing price velocity/volatility with respect to what?
- Replies: 1
- Views: 4628
Normalizing price velocity/volatility with respect to what?
A lot of talk is about how you adjust your position size with respect to a given market's volatility, but I'm wondering if anybody had any ideas on how one might normalize a markets velocity and/or volatility over a given period of time. My first idea was to take average true range over a given peri...
- Fri Mar 09, 2007 4:44 pm
- Forum: Testing and Simulation
- Topic: Simulation Questions
- Replies: 1
- Views: 3068
Simulation Questions
I'm currently taking the 7 day free trial for Trading Blox and I was wondering if anybody could educate me/point me in the right direction on a few topics. 1) I'm looking to be able to limit exposure in a couple different ways. The first, I'd like to try to limit exposure based upon individual instr...
- Mon Mar 05, 2007 11:40 am
- Forum: Money Management
- Topic: Managing Risk and Portfolio Volatility
- Replies: 0
- Views: 4503
Managing Risk and Portfolio Volatility
In another recent thread, Tim posted an interview with Charlie Wright where he says the following: Charlie Wright: We tend to be fascinated by the entries and the exits, you know, how we get in and out of the market. This is the fun part of system development. We think that to develop a great system...