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??
----- Original Message -----
From: Fred
<[EMAIL PROTECTED]>
Date: Tuesday, October 17, 2006 11:37
pm
Subject: [amibroker] Re: Amibroker vs. other software
To:
[email protected]> 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
[email protected], [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:
[email protected]> >
> > > 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:
[email protected] > > > >
> > >
>
> > > > >> 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
[email protected] ,
> > > >
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:
[email protected] > > > > >> >
> >
> > >> > > 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
[email protected] > > > ,> 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:
[email protected] > > >
> >> > > >
> > > > >> > > >
> --- In
[email protected] > > > ,> "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.
>
> > >
> > > >
> > > >
> >
>
> >
>
>
>
>
