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--- In amibroker@xxxxxxxxxxxxxxx, "Steve Karnish" <kernish@xxxx>
wrote:
>This out-of-sample...must work on a random basket is total nonsense.
If this were truly "total nonsense" then the concept of VAR would be
invalid. Probably every major financial institution in the world uses
VAR in one form or another to manage risk.
>If one's goal is to damper returns, then design something that trades
>all issues with profits.
Robust systems are bad? Even when traded on the best behaved issues?
> I've traded futures for over 25 years, and have always had great
>returns in wheat, corn, oats, silver, gold, fuel and indices.
With an oscillator based system? If so, have you considered
submitting it to Futures truth? I don't believe they've ever had an
oscillator based system that's been consistently profitable over a
long period.
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