----- Original Message -----
Sent: Wednesday, October 18, 2006 1:57
PM
Subject: Re: [amibroker] Re: Amibroker
vs. other software
Thanks Fred,
All joking aside,I sincerely respect your knowledge.If I may
ask,have you or anyone else found that the integration of nueral nets,A.I or
"intelligent optimisation" to make a significant difference in the bottom
line??
I ask this as I am predomnantly a derivatives trader (dispersion) as well
as long short equity,and most of our work is on the
fundamental/statistical side.
When you say both are available to be run directly on AB,what exactly do
you mean??
Does Ami have an add on tool,or are you referring to Biocomp Dakota
Thanks,
Allan
----- Original Message -----
From: Fred
<[EMAIL PROTECTED]>
Date: Tuesday, October 17, 2006 11:37
pm
Subject: [amibroker] Re: Amibroker vs. other software
To:
amibroker@yahoogroups.com
> Swarm Technology i.e. Particle Swarm is
a different intelligent
> optimization process then the other ...
"fancy words like
> 'genetic
> algorithms'" ...
>
>
Both of which are also available to be tun directly on AB ...
>
>
--- In amibroker@yahoogroups.com, [EMAIL PROTECTED] wrote:
> >
> >
Hello Howard,
> > A pleasure to make your acquaintance...I will
certainly take a
> look
> at your book and most likely purchase
it.No track record
> required.That was only a requirement if Fred was
the author:)
> >
> > Is the book available yet??
>
>
> > If you dont mind,would you give me a bit of insight into
> Biocomp
> Dakota?It seems like an interesting product,and I am
clueless to
> swarm technology...
> >
> > Thanks for
the info
> >
> > Allan
> >
> > -----
Original Message -----
> > From: Howard B
> > Date:
Tuesday, October 17, 2006 6:45 pm
> > Subject: Re: [amibroker] Re:
Amibroker vs. other software
> > To:
amibroker@yahoogroups.com
> >
> > > Hi allansn
--
> > >
> > > I am writing a book. You can see the
contents and a sample
> > > section of it at
> > >
www.quantitativetradingsystems.com. The focus of the book is
> on
> > > tradingsystem development, with examples in AmiBroker and
Dakota.
> > >
> > > I think AmiBroker is a great
platform for systems
> development.
> > > There is
>
> > already a great deal of material available documenting
AmiBroker's
> > > capability and operation. I will cover enough of
AmiBroker
> so
> > > that the book
> > > can
act as a guide. But covering every aspect of AmiBroker
> is
>
> > not the
> > > intent of the book.
> > >
> > > Post my track record? I am not seeking funds to manage, so
> my
> > > personaltrack record is not relevant.
>
> >
> > > While there will be fully functional trading
systems given
> in
> > > the book, they
> > >
will be used primarily as examples and illustrations. Some
> will
> have
> > > summaries of simulated trading. I expect that
most readers
> will
> > > use the
> > >
programs I provide as templates, replacing my code for
> entries
> > > and exits
> > > with their own. Those are the
trading summaries that are
> important.
> > >
> >
> I am well credentialed in the fields of modeling and
> simulation
> > > in general,
> > > and in trading system
development in particular. My intent
> is
> > > to
help
> > > persons who are interested in creating trading systems
that
> have
> > > a hope of
> > > being
profitable.
> > >
> > > Thanks for listening,
>
> > Howard
> > >
> > > On 10/17/06, Yuki Taga
wrote:
> > > >
> > > > Hi allansn,
> >
> >
> > > > That would be Howard Bandy, I
believe.
> > > >
> > > > Also, one could write a
pretty interesting book on system
> > > > development,
particularly highlighting the necessary
> metrics the
> > >
> system would need to display to indicate effectiveness,
> and
> > > necessary> testing methodology that would verify that
the
> > > metrics were really
> > > > there --
without ever claiming to have found a tradable system.
> > >
>
> > > > Of course, it would be even *more* interesting to
see a
> great
> system
> > > > with audited
broker statements. ^_^ But it wouldn't be
> > > *necessary*
to
> > > > have even one tradable system to write a very
interesting
> book
> > > on the
> > > >
subject of designing them and testing them.
> > > >
>
> > > Yuki
> > > >
> > > > Wednesday,
October 18, 2006, 5:16:36 AM, you wrote:
> > > >
> >
> > aon> LOL.....I thought you were writing a book on
systems???
> > > >
> > > > aon> Hmmmm...I
think I may have confused you with someone else..
> > >
>
> > > > aon> Sorry Fred...
> > >
>
> > > > aon> ----- Original Message -----
> >
> > aon> From: Fred
> > > > aon> Date: Tuesday,
October 17, 2006 3:12 pm
> > > > aon> Subject: [amibroker]
Re: Amibroker vs. other software
> > > > aon> To:
amibroker@yahoogroups.com
> > > >
> > >
>
> > > > >> Without some independent third party to
check the
> results I
> > > > >> wouldn't
>
> > > >> find that to offer any additional credibility ... and
> ...
> > > Last I
> > > > >> checked
I wasn't writing any books ...
> > > > >>
> >
> > >> --- In amibroker@yahoogroups.com ,
> > > >
allansn@ wrote:
> > > > >> >
> > > >
>> > Fred,
> > > > >> >
> > >
> >> > If I was authoring a book on system design and system
> trading
> > > > >> I
> > > >
>> would certainly post my track record.I would think that
> it
> would
> > > > >> lend a boatload of credibility
to the
> content.Otherwise,it is
> > > > >>
no
> > > > >> different than marketing a system and
asking one to
> believe
> the
> > > > >>
results.
> > > > >> >
> > > > >>
> However if you are writing a book on programming and its
> >
> > >> application to trading,that is another story.
> >
> > >> >
> > > > >> > Not trying to
undress you,though you did suggest I
> show you
> > > >
>> mine
> > > > >> and you will show me
yours:)
> > > > >> >
> > > > >>
>
> > > > >> >
> > > > >> >
----- Original Message -----
> > > > >> > From:
Fred
> > > > >> > Date: Tuesday, October 17, 2006
11:45 am
> > > > >> > Subject: [amibroker] Re:
Amibroker vs. other software
> > > > >> > To:
amibroker@yahoogroups.com
> > > > >> >
> >
> > >> > > I'll show you mine if youshow me yours
...
> > > > >> > >
> > > > >>
> > But then there's really no need is there ? ... I'm not
> >
> > >> marketing
> > > > >> > >
a
> > > > >> > > system and asking you to believe
the results I obtained
> > > > >> using
> > >
> >> it ...
> > > > >> > >
> >
> > >> > > As I said before ... you want to buy a platform
> that has
> > > > >> canned
> > >
> >> > > systems ... by all means do so ...
> > >
> >> > >
> > > > >> > > --- In
amibroker@yahoogroups.com
> > > ,> allansn@ wrote:
>
> > > >> > > >
> > > > >> >
> > Fred,
> > > > >> > > >
> >
> > >> > > > If I am not mistaken,you will be coming out
with
> a
> > > book on
> > > > >>
> > system
> > > > >> > > development.Judging
by your post,which I am in FULL 100%
> > > > >> > >
agreement,is it safe to assume you will be posting your
> > > >
>> AUDITED
> > > > >> > > brokerage statement
for the last 5-10 years?
> > > > >> > >
>
> > > > >> > > >
> > > >
>> > > >
> > > > >> > > >
>
> > > >> > > >
> > > > >> >
> > ----- Original Message -----
> > > > >> >
> > From: Angelo
> > > > >> > > > Date:
Tuesday, October 17, 2006 9:46 am
> > > > >> > >
> Subject: [amibroker] Re: Amibroker vs. other software
> > >
> >> > > > To: amibroker@yahoogroups.com
> > >
> >> > > >
> > > > >> > > >
> --- In amibroker@yahoogroups.com
> > > ,> "Fred"
wrote:
> > > > >> > > > > >
> >
> > >> > > > > > LOL ... Anyone can make
performance stats say
> whatever
> > > > >> >
> they
> > > > >> > > > > want ...
>
> > > >> > > > > > Unless you've seen some
vendors audited brokerage
> > > > >> > >
statement
> > > > >> > > > > you
> >
> > >> > > > > can
> > > > >>
> > > > > take them with a grain of salt ... If you are
> looking
> > > > >> for
> > > >
>> > > an
> > > > >> > > > >
out
> > > > >> > > > > of
> > >
> >> > > > > > the box solution that makes money,
you're
> > > dreaming ...
> > > > >>
As
> > > > >> > > I
> > > > >>
> > > > asked
> > > > >> > > > >
> before ... If one had the golden goose, why
> would
>
they
> > > > >> > > sell it
> > > >
>> > > > > for
> > > > >> > >
> > > $3k, $30k or even $300k ...
> > > > >>
> > > > >
> > > > >> > > >
>
> > > > >> > > > >
> > >
> >> > > > > That's obvious and out of subject: nobody's
dreaming
> > > > >> here,
> > > > >>
> > > > nobody's
> > > > >> > > >
> asking to buy the Holy Grail.
> > > > >> > >
> >
> > > > >> > > > > It's just that I
don't like results like those
> exposed
> > > > >>
> > coupled
> > > > >> > > > >
with
> > > > >> > > > > fancy words like
"genetic algorithms". You
> might
> > > call it
>
> > > >> > > > > personal
> > > >
>> > > > > preference. By and thanks for the input.
>
> > >
> > > >
> > > >
> >
>
> >
>
>
>
>
