scitra.blogspot.com scitra.blogspot.com

scitra.blogspot.com

Science Trader's Blog

A series of notes related to trading of systems offered by 3rd party vendors. Please read the disclaimer at the bottom of this page. Saturday, November 24, 2007. I've waited 2 weeks for your reactions and was happy to receive many, either by e-mail or as a comment here on this site. This is a short summary of those reactions:. Systems are likely over-optimized and lack adaptability to different market conditions. More criteria than just the Sharpe ratio are needed to select a system. Third, I agree that ...

http://scitra.blogspot.com/

WEBSITE DETAILS
SEO
PAGES
SIMILAR SITES

TRAFFIC RANK FOR SCITRA.BLOGSPOT.COM

TODAY'S RATING

>1,000,000

TRAFFIC RANK - AVERAGE PER MONTH

BEST MONTH

August

AVERAGE PER DAY Of THE WEEK

HIGHEST TRAFFIC ON

Sunday

TRAFFIC BY CITY

CUSTOMER REVIEWS

Average Rating: 4.3 out of 5 with 9 reviews
5 star
5
4 star
2
3 star
2
2 star
0
1 star
0

Hey there! Start your review of scitra.blogspot.com

AVERAGE USER RATING

Write a Review

WEBSITE PREVIEW

Desktop Preview Tablet Preview Mobile Preview

LOAD TIME

0.2 seconds

FAVICON PREVIEW

  • scitra.blogspot.com

    16x16

  • scitra.blogspot.com

    32x32

  • scitra.blogspot.com

    64x64

  • scitra.blogspot.com

    128x128

CONTACTS AT SCITRA.BLOGSPOT.COM

Login

TO VIEW CONTACTS

Remove Contacts

FOR PRIVACY ISSUES

CONTENT

SCORE

6.2

PAGE TITLE
Science Trader's Blog | scitra.blogspot.com Reviews
<META>
DESCRIPTION
A series of notes related to trading of systems offered by 3rd party vendors. Please read the disclaimer at the bottom of this page. Saturday, November 24, 2007. I've waited 2 weeks for your reactions and was happy to receive many, either by e-mail or as a comment here on this site. This is a short summary of those reactions:. Systems are likely over-optimized and lack adaptability to different market conditions. More criteria than just the Sharpe ratio are needed to select a system. Third, I agree that ...
<META>
KEYWORDS
1 skip to main
2 skip to sidebar
3 science trader's blog
4 conclusion
5 13 comments
6 7 comments
7 some more analysis
8 0 comments
9 new hedge
10 the current
CONTENT
Page content here
KEYWORDS ON
PAGE
skip to main,skip to sidebar,science trader's blog,conclusion,13 comments,7 comments,some more analysis,0 comments,new hedge,the current,new portfolio weights,optimal weights were,weekend trader 32%,weekend trader 60%,2 comments,older posts,blog archive
SERVER
GSE
CONTENT-TYPE
utf-8
GOOGLE PREVIEW

Science Trader's Blog | scitra.blogspot.com Reviews

https://scitra.blogspot.com

A series of notes related to trading of systems offered by 3rd party vendors. Please read the disclaimer at the bottom of this page. Saturday, November 24, 2007. I've waited 2 weeks for your reactions and was happy to receive many, either by e-mail or as a comment here on this site. This is a short summary of those reactions:. Systems are likely over-optimized and lack adaptability to different market conditions. More criteria than just the Sharpe ratio are needed to select a system. Third, I agree that ...

INTERNAL PAGES

scitra.blogspot.com scitra.blogspot.com
1

Science Trader's Blog: End of the Portfolio

http://scitra.blogspot.com/2007/11/end-of-portfolio.html

A series of notes related to trading of systems offered by 3rd party vendors. Please read the disclaimer at the bottom of this page. Sunday, November 4, 2007. End of the Portfolio. The main problems I have encountered can be summarized as follows:. Technology issues with auto trading (extreme-os). Vendor decided to terminate/change system after major losses (Trend Plays #1, Longstoch-ST). In addition, I was close to signing up for Positive Forex, which completely collapsed shortly thereafter. Looking for...

2

Science Trader's Blog: New hedge

http://scitra.blogspot.com/2007/08/new-hedge.html

A series of notes related to trading of systems offered by 3rd party vendors. Please read the disclaimer at the bottom of this page. Tuesday, August 21, 2007. Yesterday, Weekend Trader replaced three of its four positions. It has now reached the target weight of 0.13, as discussed here. Because leverage is lower now, I needed to readjust the hedge. I also found that hedging with the Russell 2000 index tracker ETF (IWM) gives a slightly better fit than hedging with SPY. Posted by Science Trader. An Introd...

3

Science Trader's Blog: Portfolio Performance Statistics

http://scitra.blogspot.com/2007/06/portfolio-performance-statistics.html

A series of notes related to trading of systems offered by 3rd party vendors. Please read the disclaimer at the bottom of this page. Thursday, June 7, 2007. I thought it might be useful to provide a little background on the portfolio performance statistics shown on the right. The P/L curve shows:. Equity[day t] / equity[day 1] - 1) x 100%. The Sharpe ratio is calculated as:. Mean(R - Rf) / sd(R) x sqrt(250). R is the series of daily returns, calculated as: equity[t] / equity[t-1]. Posted by Science Trader.

4

Science Trader's Blog: Some more analysis

http://scitra.blogspot.com/2007/11/some-more-analysis.html

A series of notes related to trading of systems offered by 3rd party vendors. Please read the disclaimer at the bottom of this page. Tuesday, November 6, 2007. So I decided to look at all end-of-day stock systems ever listed on C2 and see how often a "good-looking" system (based on the performance shown on C2) would continue to "look-good" in the future. I only included systems with more than 10 trades, and started by taking all systems with a track record of more than half a year. Some of these star...

5

Science Trader's Blog: August 2007

http://scitra.blogspot.com/2007_08_01_archive.html

A series of notes related to trading of systems offered by 3rd party vendors. Please read the disclaimer at the bottom of this page. Saturday, August 25, 2007. A while ago, I asked the vendor of Weekend Trader if any backtest data were available. Initially, he send me several graphs. Overoptimization in the backtest (note the emphasis of massive; I think a little overoptimization is unavoidable and not a problem). Would be constant, the equity curve would follow a straight line. Posted by Science Trader.

UPGRADE TO PREMIUM TO VIEW 13 MORE

TOTAL PAGES IN THIS WEBSITE

18

OTHER SITES

scitpro.org scitpro.org

scitpro.org is coming soon

Is a totally awesome idea still being worked on.

scitpune.com scitpune.com

Price Request - BuyDomains

Url=' escape(document.location.href) , 'Chat367233609785093432', 'toolbar=0,scrollbars=0,location=0,statusbar=0,menubar=0,resizable=0,width=640,height=500');return false;". Need a price instantly? Just give us a call. Toll Free in the U.S. We can give you the price over the phone, help you with the purchase process, and answer any questions. Get a price in less than 24 hours. Fill out the form below. One of our domain experts will have a price to you within 24 business hours. United States of America.

scitr.com scitr.com

Scitr

Behavioral and brain responses related to Internet search using on memory. Reasons for measles cases not being vaccinated with MMR: investigation into parents' and carers' views following a large measles outbreak. Human colour perception changes between seasons. Venomous Frogs Use Heads as Weapons. Lexical shifts, substantive changes, and continuity in State of the Union discourse, 1790 2014. The evolutionary diagnosis of mental disorder. Music evokes vivid autobiographical memories. Sciences of the brai...

scitra-uae.com scitra-uae.com

Scitra-Uae.com

This domain may be for sale. Backorder this Domain. This Domain Name Has Expired - Renewal Instructions.

scitra.ae scitra.ae

Scitra : UAE's leading Home & Personal Care Manufacturers

What sets us apart? Scitra: UAE's leading Home and Personal Care Manufacturers. Scitra, an Albatha company, has been based in the UAE for over 30 years. During that time it has become one of the GCC’s market-leading contract manufacturers of home and personal care products. P O Box No. 23005,. Tel: (9716) 533 6145. Fax: (9716) 533 9050. What sets us apart?

scitra.blogspot.com scitra.blogspot.com

Science Trader's Blog

A series of notes related to trading of systems offered by 3rd party vendors. Please read the disclaimer at the bottom of this page. Saturday, November 24, 2007. I've waited 2 weeks for your reactions and was happy to receive many, either by e-mail or as a comment here on this site. This is a short summary of those reactions:. Systems are likely over-optimized and lack adaptability to different market conditions. More criteria than just the Sharpe ratio are needed to select a system. Third, I agree that ...

scitra.net scitra.net

海外でも高い評価を受けている着物 - 結局最後に笑うのは着物だろう

着物買取 お着物の処分にお困りなら買取実績NO.1 の福ちゃんへ.

scitrace.com scitrace.com

SciTrace Ärzte Adressen und Krankenhaus AdressenDeutschland, Österreich, Schweiz - exzellent gepflegt

Von Allgemein- bis Zahnmedizin. Erreichen Sie Ihren Entscheider! Immer auf dem neuesten Stand. Herzlich Willkommen bei Ihrem Adressanbieter für das Gesundheitswesen! Unser Adresspotential umfasst die Adressen der niedergelassenen Ärzte in Deutschland, Österreich und der Schweiz, sowie von Ärzten und Entscheidern im Krankenhaus. Nutzen Sie unser Angebot für gezielte Marketing-Aktionen im Gesundheitsmarkt und profitieren Sie von höchster Datenqualität und Selektionstiefe. Hygiene / Hygienefachkräfte.

scitracker.net scitracker.net

Scitracker.net

scitracker.org scitracker.org

Scitracker.org

scitracks.com scitracks.com

Welcome to SciTrackS

Skip to main navigation. Skip to first column. Skip to second column. Olutions - customized video tracking solutions for high performance measurements in research and industry. Typically, our products are used in high performance measurement settings, such as to perform multi object real time tracking in 3D, as in the case of mosquito swarm tracking. SciTrackS is a Spin-Off of the Institute of Neuroinformatics. 3D mosquito swarm tracking. 2D flying bee tracking. TrackFly: VR for free-flying flies.