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Re: [amibroker] Re: Robustness Challenge Update



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That's surprising Fred.  I had you pegged as a Puff Daddy / Tupac Shakur fan. : )
 
Anybody find it sickening that Puff Daddy is getting all this hype about raising 1 million "for the kids" when he spent $3 million in one weekend taking 300 of his closest fair-weather friends to Monaco for his birthday.  I'm just pissed cause I wasn't on the invite list....
 
Okay, back to work.Fred <fctonetti@xxxxxxxxx> wrote:
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> > > > > > > >     Send BUG REPORTS to bugs@xxxx> >     Send SUGGESTIONS to suggest@xxxx> >     -----------------------------------------> >     Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx >
 >     (Web page: http://groups.yahoo.com/group/amiquote/messages/)> >     --------------------------------------------> >     Check group FAQ at:> http://groups.yahoo.com/group/amibroker/files/groupfaq.html > > > >     Your use of Yahoo! Groups is subject to the Yahoo! Terms of> Service. > > > > > > > >> ------------------------------------------------------------------------------> >   Do you Yahoo!?> >   Protect your identity with Yahoo! Mail AddressGuard > >         Yahoo! Groups Sponsor > >        >
 >        > > > >   Send BUG REPORTS to bugs@xxxx> >   Send SUGGESTIONS to suggest@xxxx> >   -----------------------------------------> >   Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx > >   (Web page: http://groups.yahoo.com/group/amiquote/messages/)> >   --------------------------------------------> >   Check group FAQ at:> http://groups.yahoo.com/group/amibroker/files/groupfaq.html > > > >   Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.Send BUG REPORTS to bugs@xxxxxxxxxxxxxSend SUGGESTIONS to suggest@xxxxxxxxxxxxx-----------------------------------------Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service. 
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