3309 Drysdale Ct
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Yeah, said that a while ago, nothing like live trading. I really like to see live trading for a significant length of time before putting significant capital into it. ESPECIALLY mean reversion systems! JMHO FWIW
yeah, hope/pray for a good bounce to turn this big loss into small one.
then reduce my allocation for it until it "behaves" over time...
My sense is that mean reversion system are harder to develop without curve fitting. Just the nature of the beast.
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Yeah, said that a while
Historical Draw Downs to the system
Posted by john9o9 on 9th of Aug 2011 at 09:20 am
Yeah, said that a while ago, nothing like live trading. I really like to see live trading for a significant length of time before putting significant capital into it. ESPECIALLY mean reversion systems! JMHO FWIW
agree
Posted by tsurplus on 9th of Aug 2011 at 09:41 am
yeah, hope/pray for a good bounce to turn this big loss into small one.
then reduce my allocation for it until it "behaves" over time...
My sense is that mean
Posted by john9o9 on 9th of Aug 2011 at 12:21 pm
My sense is that mean reversion system are harder to develop without curve fitting. Just the nature of the beast.