Archive for March 20th, 2011

September 2016

June 2016

May 2016

April 2016

January 2016

November 2015

November 2014

May 2014

February 2014

January 2014

July 2011

June 2011

May 2011

April 2011

March 2011

February 2011

January 2011

December 2010

November 2010

October 2010

September 2010

August 2010

July 2010

June 2010

May 2010

April 2010

March 2010

February 2010

January 2010

December 2009

November 2009

October 2009

September 2009

August 2009

June 2009

May 2009

February 2009

November 2008

December 2007

Problems with “Big Trading Portfolios”: Issues That Show Up When Running Large Arrays of Systems

The wonderful thing about trading system portfolios is that as the number of systems grow there seems to be an overall convergence in the average compounded yearly profit to maximum draw down ratio with extremely large values being achieved through simulations. When building portfolios with 15-20 instances it is not uncommon to find values for […]

Subscribe to RSS Feed Follow me on Twitter!
Show Buttons
Hide Buttons