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RE: Bund trading systems - recent performance



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Thank you....my sentiments exactly.....RIDGID (aka "simple") systems do not
work with dynamic markets over the long haul.

Anyone NOT using TS2000i optimization features to determine SENSITIVITY of
the system to CHANGING market conditions is really not using the product to
it's fullest.
Granted, optimization can be ABUSED, but intelligent users can take
advantage of it wisely.


> -----Original Message-----
> From: Robert Bianchi [mailto:r.bianchi@xxxxxxxxx]
> Sent: Wednesday, August 16, 2000 6:41 PM
> To: omega-list@xxxxxxxxxx
> Cc: d.a.vandijk@xxxxxxxxxx
> Subject: Bund trading systems - recent performance
>
>
> Anyone that has been testing and trading long and short term
> systems on the
> Bunds knows that in the last 6 to 9 months, the performance of these
> systems have dropped. This is not TS4 and TS2000 inaccurracy
> bullshit, you
> can see the real time trading results over the last 2 years.
> Something has
> happened to the Bunds. I think it is pretty obvious why the Bunds have
> changed. Just look at the new Euro currency, and what happened to the
> Italian BTPs and the Spanish Bonos. That's why the Bunds are slowly
> changing. The challenge is to build a system that successfully adapts to
> these changing conditions.
>
> And a message to those whingers of TS4 and TS2000, if you spent
> as much on
> research as you spend on whinging you might get somewhere. Take full
> responsibility and ownership of your trading and stop blaming Omega or
> TradeStation or your boss or your neighbour's dog or the cat
> or..........(yawn...)
>
> Ciao Mates,
>
> Regards,
>
> Robert Bianchi
> r.bianchi@xxxxxxxxx
>