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[amibroker] Re: Robustness Challenge Update



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Kind of the same feeling I have about Rap music ...

--- In amibroker@xxxxxxxxxxxxxxx, "quanttrader714" 
<quanttrader714@xxxx> wrote:
> 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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