|
PureBytes Links
Trading Reference Links
|
I have monitored job listings on Monster and Dice for years and have
never seen a posting mentioning AmiBroker. Would love to do this full
time and get paid for it.
-Steve
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>
> FYI: There are dozens of members on this list who work in fin
institutions
> (fund managers, analysts, etc).
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "buandbe" <buandbe@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Tuesday, September 09, 2008 12:24 PM
> Subject: [amibroker] Re: Backtest - WF Optimization
>
>
> >
> > It's good to know institutional model developers such as yourself are
> > participating in this forum.
> > Your experience may not be directly applicable to most of us since we
> > cannot hold a few hundred stocks in a portfolio.
> > Nonetheless, the fact that a person who used industrial strength
> > backtesting applications chose AmiBroker can be an endorsement of
sort.
> > Looking forward to your input...
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "sidhartha70" <sidhartha70@> wrote:
> >>
> >> Well, over the years (12) I worked for various banks... different
> >> models, developed differently and different houses depending on the
> >> mandate. The ideas behind the model I was illustrating there started
> >> development at Merrill Lynch... and ultimately ended up being traded
> >> by Barclays Capital & then Nomura.
> >>
> >> --- In amibroker@xxxxxxxxxxxxxxx, "buandbe" <buandbe@> wrote:
> >> >
> >> >
> >> > Very interesting.
> >> >
> >> > Would you care to name the investment Bank ?
> >> >
> >> > TIA
> >> >
> >> >
> >> > --- In amibroker@xxxxxxxxxxxxxxx, "sidhartha70" <sidhartha70@>
wrote:
> >> > >
> >> > > Ara,
> >> > >
> >> > > When I was working for an investment bank, the parameters (and
> >> > > universe) were optimized each month from the previous 6
months data
> >> > > backtest (rolled forward each month obviously). These parametere
> > were
> >> > > then used to trade live for the coming month. This is how all my
> >> > > backtesting was done (i.e. OOS) and all my live trading.
> >> > >
> >> > > In this sense, the paramters were indeed 'adaptive'.
> >> > >
> >> > > --- In amibroker@xxxxxxxxxxxxxxx, "Ara Kaloustian" <ara1@> wrote:
> >> > > >
> >> > > > WF testing seems like a logical step to take in creating a
trading
> >> > > system. While I am not suggesting that we don't do it, I'd
like to
> >> > > clear my understanding.
> >> > > >
> >> > > > It seems to me that we are looking to create a system with
> >> > > parameters that are valid "for all time". If a test is
succesful in
> >> > > OOS period, then we can assume that we have found something that
> >> > > remains applicable for the future - at least in this one
instance.
> >> > > >
> >> > > > Given that the markets change all the time, the obvious
conclusion
> >> > > for me is that we need indicators that are adaptive... and
that any
> >> > > that do not adapt will simply not work in OOS.
> >> > > >
> >> > > > The issue of providing feedback from equity curve seems valid
> > and it
> >> > > can provide a warning about system starting to not perform as
> > expected
> >> > > ... so regardless of type of indicators used, this kind of
> > feedback is
> >> > > good!.
> >> > > >
> >> > > > The point I am making is that there has been very little said
> > about
> >> > > adaptive indicators ...
> >> > > >
> >> > > > maybe that is the holy grail ... and therefore untennable ...
> >> > > >
> >> > >
> >> >
> >>
> >
> >
> >
> > ------------------------------------
> >
> > 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> > http://www.amibroker.com/devlog/
> >
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> > Yahoo! Groups Links
> >
> >
> >
>
------------------------------------
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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
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/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> 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/
|