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Copernicus replied Sep 12, 2018Good points guys. However what we are trying to do here might not be immediately obvious. Where I am attempting to take us with this project is towards a collection of non-correlated divergent strategies (that are asymmetrically constrained) to ...
Systematic Portfolio Diversification - Data Mining Concept
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Copernicus replied Sep 12, 2018Guys....will be back next week to continue. :-) Cheers C
Systematic Portfolio Diversification - Data Mining Concept
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Copernicus replied Sep 11, 2018Are you a Divergent Risk Taker or a Convergent Risk Taker? Unfortunately you need to take an asymmetrical stance to trading. It is this asymmetrical stance that creates the risk-return relationship. If you simply trade a symmetrical strategy such as ...
Diversified Trend Trading Approach
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Copernicus replied Sep 11, 2018Good to have you here Pip :-)
Systematic Portfolio Diversification - Data Mining Concept
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Copernicus replied Sep 11, 2018Cheers J. Luv'd the vid :-)

Systematic Portfolio Diversification - Data Mining Concept
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Copernicus replied Sep 11, 2018L. You will note that this is a proof of concept. I will lay down all the details of the EA's we use over the next few years and by the end of the story we will have a real live demonstration that is validated by all that participate in this thread. ...
Systematic Portfolio Diversification - Data Mining Concept
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Copernicus replied Sep 10, 2018Model Assumptions and Hypothesis This post will wrap up the background, hypothesis and core assumptions and then we can get started with laying down the processes used in this approach. Our central assumption to the particular model is that given we ...
Systematic Portfolio Diversification - Data Mining Concept
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Copernicus replied Sep 10, 2018Many thanks STT. Heaps of useful content in the papers and the Blog. Very enlightening mate. I have some of Rob Carvers books and really like his mind....and his blunt sense of humour

Systematic Portfolio Diversification - Data Mining Concept
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Copernicus replied Sep 10, 2018Last one.....and then some fun :-) video
Diversified Trend Trading Approach
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Copernicus replied Sep 10, 2018Power Laws and Non Linear Systems video
Diversified Trend Trading Approach
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Copernicus replied Sep 9, 2018The Reasons for a Long Term Approach to Data Mining as Opposed to A Shorter Term Approach - It's all in the Skew The sample size is less important than the different array of market conditions encountered. For example in the High Frequency Trading ...
Systematic Portfolio Diversification - Data Mining Concept
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Copernicus replied Sep 9, 2018The Benefits of a Systematic versus Discretionary approach to 'Long Term Survival' Discretionary traders certainly can capitalise on persistent market conditions where price action becomes more predictable operating around a temporarily stable ...
Systematic Portfolio Diversification - Data Mining Concept
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Copernicus replied Sep 9, 2018Methodological Outline Before proceeding we need to be clear about what the approach described in this thread is all about as it will not be appealing to many traders who are: searching for immediate returns; have a strong opinion that markets are ...
Systematic Portfolio Diversification - Data Mining Concept