The Small Account Conundrum
I recently scanned a Commodity Trading Advisor database to look at the typical minimum account sizes for managed futures accounts. ...
I recently scanned a Commodity Trading Advisor database to look at the typical minimum account sizes for managed futures accounts. ...
Somebody once asked me, “If you had to decide about a trading system by only looking at one performance report, which is ...
Here, is a scenario to consider. Two money managers have identical MAR ratios. They have the same CAGR and the ...
A Trading System That Works With modern computers, it is easy to optimize a trading system causing its past performance ...
To the new trading systems developer, one of the most exciting things to play with is optimization. Optimization is using the ...
I was recently scanning some performance databases of the various trading system, and Commodity Trading Advisors (CTA) reports and noticed that ...
Position Sizing Position sizing is deciding HOW MANY contracts to trade when a trading system gets a signal. Position sizing ...
Often when comparing trading system performance, the natural inclination, is to compare returns. If you have two trading systems that ...
One of the least significant statistics of any manager or trading system is its returns. Returns alone tell investors nothing ...
We have talked about the dangers of optimizing trading systems (forcing trading systems to conform to historical data), but, one of the subtle forms ...