|
PureBytes Links
Trading Reference Links
|
You may find this interview with William Eckhardt and Richard Dennis
interesting (scroll down to the Mon Sep 01, 2003 7:23 am post):
http://www.tradingblox.com/forum/viewtopic.php?p=3648
--- In amibroker@xxxxxxxxxxxxxxx, "brian.z123" <brian.z123@xxx> wrote:
>
> QuantTrader,
>
> You are in the right topic.
> I took a part of it somewhere else which it not that smart a thing
> to do as it causes confusion and de-values the original subject.
>
> Thanks for the tip.
> I like the look of it.
> It's right up my alley.
> I will add it to the trading toolbox.
>
> I am following up on PS's leads also.
>
> I first came across a calender bias when I selected the first day of
> each month as a pseudo random entry for control purposes and got a
> surprise when it exhibited a bias.
> I have yet to try AB's random() but it is not far away so your help
> was timely.
> I have plotted random numbers in Xcel as a pseudo *break-even trade*
> equity curve and I was stunned.
> It was the biggest eye-opener I have experienced in trading.
> New traders should try it.
> The similarity to stockmarket chart patterns is uncanny and the
> winning/losing equity curves produced from a known *no win* system
> are scary.
> From that moment on I started to take statistics and evaluation very
> seriously.
>
> I maintain a reading list from amongst the better sellers at Amazon
> and I take it that they represent the knowledge base of most of us
> in the earlier years.
> From those books I have formed the view that statistics have been
> poorly treated by the average author in the field.
> If that flows on to traders then I would say a lot are underdone on
> the subject.
>
> I also think that this forum offers superior trading advice to that
> on offer in the majority of textbooks, on almost any trading subject
> one could care to investigate.
> I admit it is a little spread out and unstructured at times but it
> is all in there somewhere.
>
> I probably will raise the subject of statistics again in the future
> if I have any questions or when I have some more clout and can
> contribute something more substantial to the debate.
>
> Thanks once again.
>
> BrianB2.
Content-Description: "AVG certification"
No virus found in this incoming message.
Checked by AVG Free Edition.
Version: 7.1.409 / Virus Database: 268.13.27/517 - Release Date: 11/3/2006
|