|
PureBytes Links
Trading Reference Links
|
Hi Yuki,
Thank you for your reply.
> I use several data sources, and cross-check them.
I was trying to find a way to import Japanese market data into
Amibroker, but couldn't find one. It seems like Amibroker isn't
very widely known in Japan yet. Do you mind sharing how you were
able to accomplish importing Japanese data into AB?
> I hate to say it, but I kind of doubt that number ... and "every
> year"? Since when? You know, we have to respect reality here. ^^_^^
I understand, and that's why I'm trying to backtest his system in AB
so I can verify the integrity of his claims. He is however pretty
famous for being one of the pioneers in system trading in Japan.
> about 45 percent this year. It was a very nice year. (Risk-adjusted,
> this year, about 450 percent, and maybe this is the number Saito-san
> is using.)
45% is very nice in my opinion. I do not believe Saito-san's # is RAR
though. Supposedly, he turned 200-man-yen to 4000-man-yen in 2 years.
> I have no doubt that someone can do 400 percent raw. But I guarantee
> they cannot do it every year. No one can. The simple reason for
> that is, to do 400 percent even once, you have to take some
> *extraordinary* risk -- putting all your eggs in one basket,
> whatever.
Actually, I do this kind of trading myself. In fact, I take it even
further by using margin. I don't think it's that risky though. The
reason is this: I trade intraday with very strict loss-cut scheme.
> I never heard anything so absurd as that pathetic excuse last week.
> It had nothing to do with the general market drop a few days ago at
> all, of course. The amount of money, while large, was not grotesque,
> and even larger errors have happened historically.
Mizuho issue was very interesting...I got into a debate at /.
Japan...it was going in circle so I abandoned it. It was hard to
believe people attacking on Nomura and GS for taking advantage of
Mizuho...I mean c'mon, they made a mistake and they were going to pay
for it. If I make a mistake, I'm going to pay for it, so are other
investors. It's that simple.
------------------------ Yahoo! Groups Sponsor --------------------~-->
Try Online Currency Trading with GFT. Free 50K Demo. Trade
24 Hours. Commission-Free.
http://us.click.yahoo.com/RvFikB/9M2KAA/U1CZAA/GHeqlB/TM
--------------------------------------------------------------------~->
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|