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Hi Lionel
Glad that you liked it.
What is the condition of your interest in non-PhD stats<G>
Try this site: http://www.man.deakin.edu.au/rodneyc/
One of the traders sent it to me and I have to admit that for some reason I
really like the XLStatistics program.
To others that wrote: A simple way to look at stats is to think of your
Buy-and-Hold data as the "Control group" and the trading system data as the
"Treatment group". This ties trading into the conventional literature.
To Guy: I'm unsure as to whether you want historical options data or access
to daily eod options data.
Best regards
Walter
----- Original Message -----
From: "Lionel Issen" <lissen@xxxxxxxxx>
To: <metastock@xxxxxxxxxxxxx>
Sent: Monday, May 29, 2000 11:25 PM
Subject: Re: Position Size calculations
| Walter:
|
| Thanks for the main web site address. The money management course is
| excellent.
| Lionel Issen
| lissen@xxxxxxxxx
| ----- Original Message -----
| From: Walter Lake <wlake@xxxxxxxxx>
| To: <metastock@xxxxxxxxxxxxx>
| Sent: Thursday, May 25, 2000 5:04 PM
| Subject: Re: Position Size calculations
|
|
| > Hi Lionel
| >
| > This is the main site
| >
| > http://keplerweb.oeh.uni-linz.ac.at/trading/index.html
| >
| >
| > This is the download site
| >
| > http://keplerweb.oeh.uni-linz.ac.at/trading/download.htm
| >
| > Click on
| >
| > http://keplerweb.oeh.uni-linz.ac.at/trading/RegressionTrendlines.zip
| >
| > for the "Regression Trendlines" Excel workbook.
| >
| > My comments were for any problems opening the workbook. There's lots to
| look
| > at and think about.
| >
| > Best regards
| >
| > Walter
| >
| > ----- Original Message -----
| > From: "Lionel Issen" <lissen@xxxxxxxxx>
| > To: <metastock@xxxxxxxxxxxxx>
| > Sent: Thursday, May 25, 2000 4:49 PM
| > Subject: Re: Position Size calculations
| >
| >
| > | Walter:
| > | are you talking about the program or moving around the web site? If
the
| > | latter, I am unable to navigate this web site to find the worksheets.
| How
| > | do I do it?
| > | thanks
| > | Lionel Issen
| > | lissen@xxxxxxxxx
| > | ----- Original Message -----
| > | From: Walter Lake <wlake@xxxxxxxxx>
| > | To: Metastock bulletin board <metastock@xxxxxxxxxxxxx>
| > | Sent: Thursday, May 25, 2000 1:53 PM
| > | Subject: Position Size calculations
| > |
| > |
| > | >
| > | > I'm sorry that you had trouble opening the XL workbook.
| > | >
| > | > Those message boxes are not there to stop you ... you can click
right
| > past
| > | > them.
| > | >
| > | > http://keplerweb.oeh.uni-linz.ac.at/trading/download.htm
| > | >
| > | > On opening in Excel:
| > | >
| > | > - enable the macros when the message box appears
| > | > - click "no" on the links update message box
| > | > - the curser will update the chart
| > | > when finished ... click "end" on the VB error message box
| > | > - click on the "Regression Trendlines" tab at the bottom to see the
| > data,
| > | > formulas and calculation worksheet
| > | >
| > | > Pflugl's workbook has several things that you may not have seen
| before.
| > | >
| > | > Column's J and K: "Position size" and "% Invested"
| > | > - click on a cell in col J
| > | > - click on the formula in the formula bar at the top .. notice that
| the
| > | > different references are colour coded so that you can trace them
down.
| > | > - click on the "=" sign in grey beside the formula bar for an
| > explanation
| > | of
| > | > the functions used
| > | >
| > | > You can change the position size and increments etc. at the top of
the
| > | > workbook.
| > | >
| > | > This workbook also has an interesting use of Rand()
| > | >
| > | > While you are exploring the workbook or the formula bar it's easy to
| > mess
| > | up
| > | > the formulas etc. so press cancel when the automatic save appears.
| > | >
| > | > "Ctrl + ~" will expose all of the formulas. Press it again to return
| to
| > | > normal.
| > | >
| > | > Best regards
| > | >
| > | > Walter
| > | >
| > |
| >
|
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