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claytonleung2008
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claytonleung2008
System evaluation help
在
新手交易员
中
Jan 24, 2017 at 07:29
From my work as a financial planner, i know the concept of asset allocation, here, i just treat each of the system as a another "asset", i need to run some correlation test and see if i can treat each of the system as a separate class of "asset". eg. one thing i will do is mix counter trend strategies and trend strategies together to help me smooth my equity curve. if there is no such program readily available, i will need to dig into my stats book and code it myself.
System evaluation help
在
新手交易员
中
Jan 23, 2017 at 15:31
thanks for the reply. i like to clearify my points, i am not backtesting against the "algorithm" or code of the strategy. i am backtesting against the "historical trades" of the strategy for money management purposes. i am treating each strategy as a blackbox. but i like to test their correlation against other strategies.
System evaluation help
在
新手交易员
中
Jan 22, 2017 at 08:20
Hi all, I am new to the site, just come across a few good systems in the site, and I would like to do autotrade with it. I am planning to subscribe to a basket of such systems to help diversified my portfolio. I understand I can down all the historical trades for each system, and I am planning to combine a few them and run back test for a group result. The main purpose of these back test are for money management purposes, how much weighting of each of the system I subscribe I plan to use. This is new to me, and I think there are people in this site who has already done so. So my question is, w...
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