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RE: [amibroker] Re: Robustness Challenge Update



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So you 
got rid of the portrait of the dogs playing poker in your living room?  How 
about the Elvis on velvet?
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  <FONT 
  face=Tahoma size=2>-----Original Message-----From: 
  CedarCreekTrading [mailto:kernish@xxxxxxxxxxx] Sent: Wednesday, 
  November 05, 2003 5:26 PMTo: 
  amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker] Re: Robustness 
  Challenge Update
  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
  <BLOCKQUOTE 
  >
    ----- Original Message ----- 
    <DIV 
    >From: 
    <A title=serkhoshian777@xxxxxxxxx 
    href="">Gary A. Serkhoshian 
    To: <A title=amibroker@xxxxxxxxxxxxxxx 
    href="">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,
    GaryFred <fctonetti@xxxxxxxxx> wrote:
    <BLOCKQUOTE class=replbq 
    >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,> > 
      MarkSend BUG REPORTS to 
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