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I am half way through Aronson "Evidence-based technical analysis" and it is quite enlightening, not a bedside book reading, though, but it will bring down to earth quite a few traders.
By what I've read so far, I would recommend it, but the reader need to be aware of sampling and hypothesis testing principles; familiarity with statisitcs would also be helpful,ie., Normal Distribution, Standard Error, etc,,,Otherwise the reader will struggle.
Eduardo.
Andrew Tomlinson <andrew_tomlinson@xxxxxxxxxxx> wrote:
How did the system do in out-of-sample testing?
If you don't know what this is then your back-testing results are likely
invalid. Read Pardo "Design, Testing and Optimization.." and Aronson
"Evidence-based technical analysis" and start again with a properly designed
experimental process.
Andrew
-----Original Message-----
From: equismetastock@xxxxxxxxxxxxxxx [mailto:equismetastock@xxxxxxxxxxxxxxx]
On Behalf Of rvalue1
Sent: Monday, February 05, 2007 11:36 AM
To: equismetastock@xxxxxxxxxxxxxxx
Subject: [EquisMetaStock Group] Re: system trading that give 100% return
Garry, 100% return is very good and if you've been in this business for any
length of time, you would know that. I have subscribed to two shysters in my
life and both promised very good returns from past results. Both were
crooks.
If you truly make 100% keep it and use it to make untold wealth for yourself
and your many generations. Stop appealing to the natural greed people have
on this group forum unless you want to share it and get some real criticism
on what you are missing.
--- In equismetastock@xxxxxxxxxxxxxxx
<mailto:equismetastock%40yahoogroups.com> , "garry" <garry_gc@xxx>
wrote:
>
> Hi,
> i have already back test it and go through all the parameter.i
don't
> fing any dificulty with it.
> garry.
>
> --- In equismetastock@xxxxxxxxxxxxxxx
<mailto:equismetastock%40yahoogroups.com> , "garry" <garry_gc@> wrote:
> >
> > Hi,
> > i have a system that gives return of more than 100% every year
from
> > 1996.i want to know is this good system or their may be other
system
> > that gives this much returns.
> > if any one have an idea pl. tell me.
> >
> > garry
> >
>
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