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Hi all
Anybody knows anything about (PCA)?
Is this based on some kind of MM also (not exactly as in this thread
but...)
http://www.stocksystem.com/main.html
I looked at it 2-3 years ago.
Maybe I'd have another look
adrian
--- In amibroker@xxxx, "MarkF2" <feierstein@xxxx> wrote:
> Waz- I took a very quick look. Very interesting! Assuming no
errors
> by the author, I'd say this offers a very economical "cookie cutter"
> approach to position sizing. The downside is that with a generic
MCS
> program, one can simulate this and much more. Also, there's nothing
> like building a model from scratch to get a feel for how it works.
>
> Mark
>
> --- In amibroker@xxxx, "Listes trading" <listes.trading@xxxx> wrote:
> > This one looks also interesting
> >
> > http://unicorn.us.com/trading/prosizer.html
> >
> > Waz
> > -----Original Message-----
> > From: MarkF2 [mailto:feierstein@x...]
> > Sent: lundi 28 octobre 2002 19:40
> > To: amibroker@xxxx
> > Subject: [amibroker] Re: Money Management (MM) - Thread Summary
> >
> >
> > Stephane- Both are easy to use and have advantages and
disadvantages.
> > For position sizing, the first package lets you automatically
> > incrementally change simulation variables. It also has better
> > graphics. The second package is faster, has a really cool "urn
> > feature" and can do 10M iterations (as opposed to 1M with the
first).
> >
> > Mark
> >
> > --- In amibroker@xxxx, "Stephane Carrasset" <nenapacwanfr@xxxx>
wrote:
> > > Which one is the simple to use
> > > two Excel add-ins for this:
> > >
> > > http://www.analycorp.com/software.htm
> > > http://www.resample.com/content/software/excel/index.shtml
> > >
> > > stephane
> >
> >
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