the human who codes is not shaking in its boots nor dribbling with envy, moreover, most of the big boys use AI and qant who are looking at each other inputs etc, none of these human as it is played within ms much faster than any human responses.especially for the Big blue capsYou know humans code those systems, right?
@Cam019 19, I also suspect that most systems are using a minimum price and amount traded per day in your buy filter??"Skate's Monthly Momentum Strategy"
This strategy has been systematically coded for robustness "trading volatile markets" since the (COVID Flash-Crash).
I'm saying, something has changed!
The enormous amount of new traders has certainly altered the markets. A strategy that has been systematically coded to trade since (COVID) may not work as designed back in the days gone by.
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Say no more
The exposure back in 1992 compared to 2021 is stark. The results are reflective of this. Phew, this brings me to an end.
Skate.
@Cam019, you're not listening, you have a "closed mind". Just have an "open mind" of what I'm saying & displaying.
Let me show you a graph. "SOMETHING HAS CHANGED"
The recent inflows to equities exceed the combined inflow of the past 19 years. I would say something is different, something has changed over the last few years. What about the investment in "Bitcoin" over the last few years. The value invested in bitcoins was $742.3 billion as of July 29, 2021, & it's even more today.
Trading is different from years gone by
I would say something is different, something has changed over the last few years.
View attachment 133594
I'll post the other backtest reports to complete the series.
Skate.
Bit like flipping a coin twice and on both coin flips it comes up tails....then making the ridiculous assumption that for any coin flip you will have a 100% chance of getting a tails. A lot of people here really struggle with the basic concept of applying sample size and statistical relevance to their backtesting.What I'm saying is - I don't believe that optimising a systems parameters over a short window of time will hold up when running a long term backtest on historical constituent data. So, I am asking anyone who is game, post up your short term optimised strategies performance over the long term. If you do - great. If you don't - great.
Say no more
The exposure back in 1992 compared to 2021 is stark.
This strategy has been systematically coded for robustness "trading volatile markets" since the (COVID Flash-Crash).
A lot of people here really struggle with the basic concept of applying sample size and statistical relevance to their backtesting.
we can stress relevance tooBit like flipping a coin twice and on both coin flips it comes up tails....then making the ridiculous assumption that for any coin flip you will have a 100% chance of getting a tails. A lot of people here really struggle with the basic concept of applying sample size and statistical relevance to their backtesting.
I know where you are going with that, but I am using it strictly in the context of statistics and I'm not using it to suggest recent data has more relevance than older historic data.we can stress relevance too
Sure MA, but it was too easy..could not refrain.we know where we both stand there.?I know where you are going with that, but I am using it strictly in the context of statistics and I'm not using it to suggest recent data has more relevance than older historic data.
I know it was...you gave me a good laugh. I like that we have different opinions--that's what makes trading. If we all had the same opinions there would be no tradingSure MA, but it was too easy..could not refrain.we know where we both stand there.?
This is a genuine question, but when I say "statistically relevant" what do people think that means? @ducati916 point 5 above makes me think people have very different definitions what what it means because @ducati916 reference is definitely at odds.
Okay, so the two things I would look at are sample size of the backtest and the number of optimizable variables in the system.This is a genuine question, but when I say "statistically relevant" what do people think that means? @ducati916 point 5 above makes me think people have very different definitions what what it means because @ducati916 reference is definitely at odds.
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