On last week’s post (here) we discussed a new random forest based model that I created for the prediction of out-of-sample (OS) returns in our price-action based trading system repository at Asirikuy. This is the last from a series of currently 7 different models used for OS predictions in our community. Thinking about how I […]
Posts Tagged ‘trading success’
- 2018: Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
- 2017: Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
- 2016: Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
- 2015: Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
- 2014: Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
- 2013: Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
- 2012: Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
- 2011: Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
- 2010: Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
- 2009: Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
November 2018
November 2017
- When are non-zero return thresholds a good idea for OS performance classification?
- The effect of return thresholds on ML models for trading system OS predictions
- A new RF classifier for continuous OS return predictions in our PA repository
October 2017
- IS/OS variable correlations: How do things change for higher/lower in-sample PF values?
- IS/OS variable correlations: Looking at how Sharpe and PF correlations change as a function of OS trade number
August 2017
July 2017
- Ten important things I learned in ten years of trading
- Building "the switch" using machine learning
- Predicting trading system out-of-sample success using chaos properties of financial time series
June 2017
March 2017
- A second look at our system execution after fixing our simulation costs
- Visualizing IS/OS relationships in our price action based repository
October 2016
September 2016
- Building a model for continuous out-of-sample performance prediction
- The Numerai hedge fund: Paying anyone who can lend a crystal ball
- Sensitivity, Specificity and Return improvements in our Random Forest model
- The nature of success: A closer look at our IS/OS classifier
August 2016
- Improving our Random Forest IS/OS classification method
- Irreducible error in trading: Beyond the bias-variance trade off
July 2016
- Why do historically top performing trading systems almost always under perform?
- Pairing Forex long term trend followers with stock indexes
- A market truth: What leads to persistent real edges?
- Dealing with spread increases in algorithmic trading
June 2016
- New to trading? A serious curriculum to prepare yourself for success
- Looking at Quimichi: How a long term trend follower has performed in 2013-2016
May 2016
- Profitable strategies on multiple Forex pairs: Using more than 2 pairs
- Do Monte Carlo simulations say anything about system robustness?
- Ideal execution Vs Real execution: Looking at FX data from thousands of trades
- The relationship between the last year of in-sample testing and the first year of out-of-sample in long term profitable systems
- Using qqpat: When should you expect to see long term statistics?
April 2016
- Predicting out of sample performance
- Rolling performance statistics and minimum variance optimizations
- Sorry, there is no "proven" automated trading strategy
February 2016
- Trading System Failure: Easy worst case detection using qq-pat
- Monte Carlo Simulations: Updating failure detection
- Massively Parallel Trading: Why you need as many systems as you can get
- Bugs in algorithmic trading: You'll have them so have a plan for them
- Building an algorithmic trading plan: Answer these questions
January 2016
December 2015
March 2014
January 2014
- Neural Networks In Trading: Building a powerful trading "brain" with several NN
- Are unlikely correlations spurious?: Looking at lags and OS results in price-action based systems
- Trading System Linearity: Why highly linear in-sample behavior is so important for future performance
June 2013
March 2013
- The Relevance of Back-testing Time: Does a longer, profitable back-test lead to better OS success probabilities?
- All currency pairs are not created equal: Why it is better to design systems for higher liquidity pairs
November 2012
- Neural Networks in Trading: Paqarin, Almost Ready for Action
- Time Filtering Doesn't Reduce Robustness: Qallaryi's 25 Year Simulated Results
- Cutting Out the Fat at Asirikuy: Changing To Higher Requirements for Trading Strategies
- Building a System for Everything: The Cost of Trading a Universal Inefficiency
- Trading Forex Live: Learning About Your Drawdown Tolerance
September 2012
May 2012
January 2012
July 2011
June 2011
- Occam's Razor in Trading: Applying Parsimony in the Development of Trading Strategies
- The Atinalla Project: One Year After, What We Have Achieved and How We Can Improve
- So You Want to Succeed in Trading? : Avoid Unnecessary Assumptions
- The Sacrifice to Be Profitable: Five Things You'll Need to Accept to Become a Long Term Profitable Trader
- Big and Small Money: Does the Little Guy Have an Advantage?
- Trader Personality, System Quality, Robustness and Expected Profits: The System Quality Uncertainty Principle :o)
- The Small Profit Disappointment: A Universal Forex Trader Newbie Problem
- What Does it Mean to Have an "Edge" in Trading? Defining an Important Concept
May 2011
- Organized Learning: Why Being Systematic is Fundamental to Success in Trading
- Getting There: How To Build an Understanding in Forex Trading
- How Many Trades are Enough Trades? : Answering the Question of Trade Frequency From a Statistical Perspective
- Looking at Online Trading Advice: Five Common "Tips" that Might Cost you Dearly
- Making the Leap: Five Things a Trader Must Realize Before Becoming Long Term Profitable
- Introducing Cerberus: The Asirikuy Custom MT4 Execution Monitor
- When You Should NOT Trade a Given System: Five Red Flags To Avoid Trading a Strategy
- When the Storm Comes: Five Tips to Deal with the Arrival of Monte Carlo Worst Case Scenarios
- Getting Better at Counter-Trending: Sumaq, An Innovative New Watukushay System
- Starting From Zeros: How To Succeed in Trading Without Spending a Penny
- The Two Ways to Approach Forex Trading: The Story of Two Friends
April 2011
- The Unintuitive Side of Trading: Six Ways in Which "Common Sense" Can Cause you To Fail in Trading
- Learning How to Use Indicators: Five Tips To Use These Trading Tools Effectively
- Analyzing the Asirikuy System Backtest Database: A Great Excel Analysis Tool
- Best Forex Broker From Thousands To Millions? I say Dukascopy
- They Say 90-95% of Retail Traders Lose All Their Money: Any Evidence ?
- Indicators Vs Price Action: Is One Better Than the Other ?
- Algorithmic Trading and Books: My Recommendations for Those Interested in Automated Trading Strategy Use and Development
- Why Asirikuy Live Results Are Not Public: Explaining Some of My Views on Live Testing
March 2011
- Trading Fixed Position Sizes: The Big Problem With This Lot Sizing Approach
- Trading Independence: A Goal Every Algorithmic Trader Should Have
- Real Risk and Risk Perceptions Two VERY Different Things
- Coatl's First Serious Test of Robustness: Facing the JPY During a Week of Intervention and Disaster
- Trader Responsibility: The Role You Should Play on Your Own Trading
- Want to Succeed in Forex Trading on Your First Try?: Six Tips to Greatly Increase Your Chances of Success
- Risk Balancing Amongst Trading Systems: Should We Reward Top Performers ? Yes and No
- Profitable Systems and Draw Down: Why Even the "best looking" are Tremendously Hard to Trade
February 2011
November 2010
- The Cycle of a Profitable Algorithmic Trader : What it Takes To Succeed Using Automated Trading Strategies
- Avoiding the Initial Account Wipe Out : Five Tips to Increase Your Chances of Avoiding Total Account Loss
- Success in Forex : It's Not Only About Effort
- So You are Finally Getting It ? : Five Signals You Are Doing Something Right as a Forex Trader
- Bottom Line : Extraordinary Claims Require Extraordinary Proof
- Inefficiencies in Trading : Are There Local and Global Inefficiencies ?
October 2010
- Diversification in Trading : Six Important Aspects to Take Into Account
- Doomed to Fail : Why Absolute Assumptions About the Market Kill Systems
- Robustness : Ideal Trading System Characteristics to Withstand Change
- A Big New Traders' Problem : the "All or Nothing" Mentality
- How Big Traders Got Big : What the Journeys of Successful Traders Have in Common
- The Things I did Wrong : Five Bad Mistakes I Made as a Forex Rookie
- Learning How to Program : Five Reasons Why This is Important to Succeed in Forex Trading
- Using Trading Systems : Why It is a MUST to Understand Their Logic
September 2010
- What is Needed For Success In Forex Trading ? An Exercise Dividing the Necessary Skills Into Percentages
- Can Everybody Succeed at Trading ? : Six Reasons Why Most Will Not Achieve Success
- What Does "Money Management" Really Mean ? : Defining a Very Important Concept in Trading
- Learning to Deal with Profitable Periods : It's NOT Only About the Losses
- Destroying a Myth : Indicators Lag… Actually, they don’t.
- What the Rich Have in Common : Improving Your Long Term Perspective in Trading
- How to Treat Forex Like a Business : Ten Things You Need To Do When You Trade
- Elegant Automated Trading Systems : A Key to Success in Mechanical Trading
- Confused by Your Charts ? How About Trying a Simple Line Chart for Trading ?
- Five Steps to Build a Forex Trading Plan : What Every Trader Should Now
August 2010
- Preserving Your Capital : Five Signals You are Taking Too Much Risk with Your Forex Trading
- It’s Really Much More than Staring at the Screen : Become a Trader the Active Way
- Six Steps to Become a Successful Forex Trader : A Short Guide for the Inexperienced Trader
- The Destructive Focus on Money : The Greatest Enemy of New Traders
- Experience, Mathematics and Discretionary Trading : Why a Mentor is Vital When Doing Manual Trading
- To Look or Not to Look ? : Setting and Forgetting in Automated Trading.
- Are you Ready to Make it in Automated Trading ? : Five Questions you Should Ask Yourself Before Expecting Success
July 2010
- Five Automated Trading Myths : Clearing Up Some General Misconceptions
- Becoming Successful in Forex When There is NO Time : Tips for the Family Guy with a Full Time Job – Part No.2
- Becoming Successful in Forex When There is NO Time : Tips for the Family Guy with a Full Time Job – Part No.1
- The Desirability of a Position : Why Long Term Profitable Automated Trading is Naturally Incredibly Hard
- Trading and Family : Telling your Loved Ones About your Trading Goals
- The Reality is, Most People are Terrible Losers… Are you a Good or a Bad Loser ?
- Five Reasons NOT to Use a Trading System
June 2010
- Can Massive Use Eliminate Profitability ? – Looking at How Crowds Affect EA Performance
- Intelligent Trading : Answering Every "What if"
- Trading Reality and Automated Trading : Realistic Profit Expectations, Looking at the Barclay Currency Traders Index
- The Three Commandments of the Successful Forex System Trader
May 2010
- The Market Fights Back : Five Ways in Which the Market Protects Itself from Massive Mechanical Exploitation
- Some Trading Advice : Trade What you See
- From Beginner to Successful Trader : How Long Does it Take ?
- Looking at Losing Accounts – 5 Tips to Get Through Draw Down Periods
- Managing Money in Forex Trading – A Practical Approach
- Forex Expert Advisors : Forex Secret Agent, an Unbiased Review
April 2010
March 2010
- Profiting in the Long Run… How Compounding Builds Wealth in Forex (taxes included !)
- Ten Reasons why People Fail to Live From Automated Trading
February 2010
- Dollar Cost Averaging in Forex Trading… Is this a Sound Approach ?
- Profits for Today or Profits for a Lifetime… Think Differently
- Plan Your Trade… Trade Your Plan
