How to quickly make a first-pass evaluation of a trading system (or trader)… Calculate these from the system/trader’s P&L: z = sqrt(observations) * avg win / std dev trades f = (((1 + win/loss ration) * pct wins) – 1) / win loss ratio f$ = largest losing trade / f ————- Then: z > Read more about Quick Tip: How to Quickly Evaluate a Trading System[…]
Trend Day Forecast for 12/30/2011: Rangebound Client forecasts include odds, individual setups, correlations, fair value calculations and cover multiple days and markets. Call Henry Carstens (503-701-5741) for a copy of today’s client forecast and information on becoming a client. –h Henry Carstens 503-701-5741
Or, data on the decisions made w/ the data. Enables continuous and incremental improvements and new insights. –h Henry Carstens 503-701-5741
Trend Day Forecast for 12/29/2011: Rangebound Rangebound Trend Day Forecast Client forecasts include odds, individual setups, correlations, fair value calculations and cover multiple days and markets. Call Henry Carstens (503-701-5741) for a copy of today’s client forecast and information on becoming a client.
Trend Day Forecast for 12/28/2011: Rangebound Trend Day Forecast Client forecasts include odds, individual setups, correlations, fair value calculations and cover multiple days and markets. Call Henry Carstens (503-701-5741) for a copy of today’s client forecast and information on becoming a client.
Trend Day Forecast for 12/27/2011: Rangebound Client forecasts include odds, individual setups, correlations, fair value calculations and cover multiple days and markets. Call Henry Carstens (503-701-5741) for a copy of today’s complete forecast and information on becoming a client.
It’s good to take a break from the never-ending search for the new and simply focus on technique. Working on technique can lead to mastery and open unexpected doors to the new. “Wax on. Wax off.” –h Henry Carstens 503-701-5471
Does anybody have any ideas on how to test/develop the liklihood that an event has already been discounted? If I can get a toehold, maybe I can develop something worth passing back… –h Henry Carstens 503-701-5741