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[amibroker] Re: Robustness Challenge Update



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I've been mesmerized by Vincent's paintings since I was a kid, may
have something to do with the insanity thing.  But on some so-called
modern art... if it looks like I can do it, it *isn't* art!

--- In amibroker@xxxxxxxxxxxxxxx, "CedarCreekTrading" <kernish@xxxx>
wrote:
> Gary,
> 
> Janitor "Steve" gawked a few Monet's last week.  As they say in some
parts of the country: "I don't know much, but I know what I like."  Up
close, the Monet's are sweet.    Actually, I was more in awe of the
Renoir (The Luncheon of the Boating Party) and the three Klee's.  
> 
> My question is about Camtasia.  Is it a vast improve over Windows
Movie Maker?  Do you use the program?  If not, do you know of anyone
who is using it?
> 
> Take care,
> 
> Steve
>   ----- Original Message ----- 
>   From: Gary A. Serkhoshian 
>   To: amibroker@xxxxxxxxxxxxxxx 
>   Sent: Wednesday, November 05, 2003 1:58 PM
>   Subject: Re: [amibroker] Re: Robustness Challenge Update
> 
> 
>   Mark,
> 
>   I think the main problem I am having is that you are light years
ahead of my systems analysis, and with my rather inexperienced eyes I
am having difficulty seeing the value-added of going through such a
rigorous process.
> 
>   I'm getting my arms around sensitivity analysis (by the way, I
have the 3D excel sheet working if any have questions), and have
played with some MCS spreadsheets to give me some worst case
scenarios.  I walk away from this process with a sense of how
sensitive my params will be to change in the markets (hopefully not
much == smooth curve), and a worst case scenario via MCS.  FWIW, my
MCS analysis ends up in the ballpark of Fred's suggestion of halving
CAR and doubling MAR.  
> 
>   It's kind of like asking the security guard at the art gallery to
critique a Monet painting.  He'll appreciate it on a superficial
level, but his lack of experience prevents much more.
> 
>   This is probably A LOT more than you care to do, but to carry
Fred's point a step further would be a screen cam movie where you walk
through the whole process from start to finish.  You can download
Camtasia and use the 30day free trial.  That way, we security guards
can learn how to better interpret the artwork, but doing it in a
manner that isn't piece-meal and allows learning for future new users.
 Again, probably a lot more work than you care to put in, and I don't
blame you for the wages we are paying you : )
> 
>   Kind Regards,
>   Gary
> 
>   Fred <fctonetti@xxxx> wrote:
>     Mark,
> 
>     I seem to be participating more than most which I at least find
to be 
>     a little strange.  One of the probs for some will be the need to
find 
>     and install a decent MCS product.  Some won't want to spend the $, 
>     some won't want to spend the time etc.  By the way Alex Matulich
has 
>     a product in this area for I think about $37 that midgt fill the
bill 
>     for those who are interested but don't want to go for a more in
depth 
>     product.
> 
>     Beyond that though as I stated at the beginning, I have no
particular 
>     interest in the last couple of steps you outlined i.e. publication 
>     and real account trading.
> 
>     In my case I can't even say that I have a great data vendor for 
>     stocks because as I've stated previously I don't really trade
stocks.
> 
>     That aside for a minute, I have suggestion which may be a little
off 
>     the wall but I'll put it out there any way.  Since you've obviously 
>     been doing this for some time, how 'bout starting the group off
with 
>     a little system that although you might consider to be robust
even if 
>     only marginally is also something that you don't actually use for 
>     trading any more.  This would at least allow some to go through the 
>     process with something that at least sort of works so they can 
>     proceed from there.
> 
>     Just an idea ...
> 
>     Fred
> 
>     --- In amibroker@xxxxxxxxxxxxxxx, "quanttrader714" 
>     <quanttrader714@xxxx> wrote:
>     > Now that I've posted the criteria, I feel we've had some good
>     > discussions but frankly don't see enough interest out there to 
>     provide
>     > the effort it would take to refine the criteria or even use as is,
>     > develop some robust systems, write a trading plan, iron the
bugs out
>     > in simulated trading and then trade in real time with real
money.  
>     I'm
>     > actually surprised there's not more interest in participating
in the
>     > trading process from soup to nuts as I've outlined, especially 
>     since I
>     > offered to put up the $.  Would be quite an education for
anyone, no
>     > matter how much experience they have, but particularly for
newbies. 
>     > Not to mention fun.  Which is why I offered to lead such an
effort 
>     in
>     > the first place.  No hidden agendas here.  
>     > 
>     > Anyway, if I've misread things and you are interested, *please
email
>     > me privately* and let me know the extent to which you personally 
>     would
>     > like to participate.  If I get enough emails indicating there is
>     > critical mass, I'll either start this in Amibroker-ts or in a new
>     > group that everyone here would be welcome to join. If not then
I'll
>     > still be around, in drips and drabs, as I have in the past. 
Thanks
>     > for the interesting and civil discussions.
>     > 
>     > Regards,
>     > 
>     > Mark
> 
> 
> 
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