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Search: Posts Made By: sixtyseven
Forum: Emini and Emicro Index February 16th, 2019, 10:57 AM
Replies: 29
Views: 3,376
Posted By sixtyseven
You are quite right. I was poor at visualising...

You are quite right. I was poor at visualising equity curves vs correl. It's not something that I use.

I did just plot some out in excel now to get a feel for it, and it wasn't obvious that it's a...
Forum: Emini and Emicro Index February 14th, 2019, 12:14 PM
Replies: 29
Views: 3,376
Posted By sixtyseven
A system that trades all the time - i.e not...

A system that trades all the time - i.e not regime dependant, but outperforms in certain regimes, and underperforms in others (while still being good enough to not try and filter), would have a poor...
Forum: Emini and Emicro Index February 9th, 2019, 10:56 PM
Replies: 29
Views: 3,376
Posted By sixtyseven
It wasn't clear to me if you are still working on...

It wasn't clear to me if you are still working on the same basic strategy, or whether you have moved on.

But just in case - if you test the in-sample against the OOS, modify and re-test then the...
Showing results 1 to 3 of 3

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