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Re: QQQ System Test Optimizations



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On Sat, 9 Jun 2001 11:54:09 -0400, you wrote:

>Let me ask you this:  Have you or anyone ever found an optimized system that
>has worked in every market over the course of years? 

>From a system modeling point of view, it would not make much sense to
look for a "optimized system" (i.e  a _given_ set of values for a
_given_ parametric model optimized using _given_ goal functions) to
cover "every market over the course of years". So, please, don't ask
_me_ for this.

> How
>many really manage to follow an optimized system over a long period of time
>and ended up with a return that beats the market averages?

Don't know. I just try to apply some decades of experience in system
modeling to trading (on a non-commercial base), and I'm quite happy
with the results, even if there are lots of room for refinements.

But, your emotional contribution seemingly is not so much directed to
discuss systematical techniques for trading, which would be my
concern. So Steve Karnish's answer my be of more help for you.

mfg rudolf stricker
| Disclaimer: The views of this user are strictly his own.