Mechanical systems are not affected as they have been backtested
to include Op ex weeks. As for discretionary trades, you've just
seen the effects, LOL.
Yes, the systems work well on their own, if you add a lot of
other variables to the systems and second guess the signals, then
you will not match the statistic
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Mechanical systems are not affected
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Posted by Vida on 15th of Jul 2009 at 10:19 am
Mechanical systems are not affected as they have been backtested to include Op ex weeks. As for discretionary trades, you've just seen the effects, LOL.
Yes, the systems work well
Posted by matt on 15th of Jul 2009 at 10:25 am
Yes, the systems work well on their own, if you add a lot of other variables to the systems and second guess the signals, then you will not match the statistic