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- 91 Results (2 Threads , 89 Replies )
- Copernicus replied Oct 5, 2021
Great to be featured with Niels in Hedge Nordic's Special Report on Quant Trading. Niels and I will shortly be releasing our research paper on how to reallocate a 60/40 portfolio to get a better bang for buck in an uncertain future. image The pdf ...
- Copernicus replied Jul 8, 2021
Do Day Traders Rationally Learn About Their Ability? Abstract We analyze the performance of and learning by individual investors who engage in day trading in Taiwan from 1992 to 2006 and test the proposition that individual investors rationally ...
- Copernicus replied Dec 10, 2020
Principles of Great Traders A research project intended to be a free educational resource demonstrating the principles in common in the methods of a 100+ years of great traders. by George Coylewith Foreword by Ed Seykota file
- Copernicus replied Jun 28, 2019
Hi AM. Great to hear from you. :-) I have had a bit of luck finding diversified solutions in FX using a vast array of divergent systems that seldom trade individually and restrict opportunities to 'extreme' price moves. Here is an EA example that is ...
- Copernicus replied Sep 22, 2018
Housekeeping image Guys I have made a few mods to the database and we are now at version 1.4 (refer to first post of the thread). I have also stripped out some of the large files so you can access most of the data detailed in this thread to this ...
- Copernicus replied Sep 22, 2018
Welcome lads....Please observe the following 3 rules while you are in the lab......don't contaminate the samples, don't contaminate the samples and don't contaminate the samples.....is that clear ? image From prior posts we have narrowed down our ...
- Systematic Portfolio Diversification - Data Mining Concept
{image} This research thread takes us into the world of Data Mining and explores an approach that ...
- Copernicus replied Jun 3, 2018
Pip while we work on finalizing the AutoCorrelator EA I have attached trade details of the Baseline strategy and our method of flipping trades in Excel..... including details of the baseline strategy we are using that seems to possess strong serial ...
- Copernicus replied May 22, 2018
Morning Pip. This is output from latest version of EA....with a few more instruments still to go. Hopefully there is enough data for you to work with over a very difficult TF period. Just note the issues we currently have in relation to position ...
- Copernicus replied May 19, 2018
Here you go MP (refer to attached indicator). Note for this indicator. Because it uses such a long lookback when a 2000 bar lookback is used....make sure that you have sufficient data history before you commence your testing. To do this quickly turn ...
- Copernicus replied May 19, 2018
Results image image EURUSD 1 Jan 2016 to 30 April 2018 Position sizing based on fixed risk of $500 but no stops - Performance exit only CAGR 5.37% Max Draw 2.88% MAR 1.86 How do you like them apples R :-) Notice the equity curve and no reliance ...
- Copernicus replied May 16, 2018
Houston we have a problem From initial heads exploding....we are now in this position :-) image He who won't be named has developed an EA based on the logic we have applied to the Instant Karma and it just doesn't stack up over a range of market ...
- Copernicus replied May 15, 2018
Hi Mr B :-) Still very early days and have simply tested a short random time range on EURUSD. Need to do some more severe crunching when it is codified....but here is the frequency graph on % gain for the small sample size for EURUSD. I need to test ...
- Copernicus replied May 9, 2018
Hey V These aren't in a user friendly format mate so apologies....but I have attached my analytics I use. It is probably best for you to peruse for a while and then ask any queries you have and I can respond. That will save me considerable time in ...
- Copernicus replied May 1, 2018
Two Centuries of Momentum image
- Copernicus replied Apr 28, 2018
Something to chew on :-) Enjoy C image image Full pdf attached.
- Copernicus replied Mar 20, 2018
Big Data in Portfolio Allocation Ouch....This is heavy duty. Are you ready for a brain stretch? :-) .....and for those like me....you may prefer this. video
- Copernicus replied Dec 23, 2017
Nice post R. Indeed there is significant style drift in the CTA's and why you need to be very careful in making a broad assumption that all CTA's are the same. image Of the 54 fund I track on IASG's database, the majority of successful funds that ...
- Copernicus replied Dec 20, 2017
Hi Mate The error is generated from the restricted number of iterations that is the default under Excel where it can't find a solution. Try this. Go to Excel and select File - Options Then select formulas tab. Tick 'enable iterative calculation' and ...
- Copernicus replied Dec 2, 2017
"Blending of Return Streams - How to Do it" .....continued from post 2558.....Part 2 I'm back after a nasty virus....apologies for the interruption. We left our portfolio blending at post 2558 where our aim was to generate monthly percentage returns ...