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I really do mean that. I'm looking for devil's advocates here.
I'm an active trader so I put my money where my mouth is. The statements and
questions below are put forth from an actual practicing execution of
systems - NOT JUST THEORY.
I my investigation of systems and statistical probability I've gone down the
road that essentially says the longer the system survives with the least
amount of draw down and the highest return (by tracking actual trades in
very very liquid markets so as to minimize the possibility of over
optimization) the higher the probability that I can rely on that system
continuing to perform. As some of you know I've stated similar comments in
previous strings. This, of course, comes with the same caveat that past or
present performance is not indicative of future performance (which applies
to any theoretical or practical system).
The above simple philosophy put into practice has led me to look at certain
data and systems from that point of view. The only limiting viewpoint that
I ask is to put forth ideas or postulates based on applicable material and
not to stray too far into the "theoretical" as that tends to muddy the
water. The floor is open. Any takers?
Shoot away - the target is open to attack.
Regards,
Michael McGahee
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