I have monitored job listings on Monster and Dice for years and have never seen a posting mentioning AmiBroker. Would love to do this full time and get paid for it.
-Steve --- In [email protected], "Tomasz Janeczko" <[EMAIL PROTECTED]> wrote: > > FYI: There are dozens of members on this list who work in fin institutions > (fund managers, analysts, etc). > > Best regards, > Tomasz Janeczko > amibroker.com > ----- Original Message ----- > From: "buandbe" <[EMAIL PROTECTED]> > To: <[email protected]> > Sent: Tuesday, September 09, 2008 12:24 PM > Subject: [amibroker] Re: Backtest - WF Optimization > > > > > > It's good to know institutional model developers such as yourself are > > participating in this forum. > > Your experience may not be directly applicable to most of us since we > > cannot hold a few hundred stocks in a portfolio. > > Nonetheless, the fact that a person who used industrial strength > > backtesting applications chose AmiBroker can be an endorsement of sort. > > Looking forward to your input... > > > > --- In [email protected], "sidhartha70" <sidhartha70@> wrote: > >> > >> Well, over the years (12) I worked for various banks... different > >> models, developed differently and different houses depending on the > >> mandate. The ideas behind the model I was illustrating there started > >> development at Merrill Lynch... and ultimately ended up being traded > >> by Barclays Capital & then Nomura. > >> > >> --- In [email protected], "buandbe" <buandbe@> wrote: > >> > > >> > > >> > Very interesting. > >> > > >> > Would you care to name the investment Bank ? > >> > > >> > TIA > >> > > >> > > >> > --- In [email protected], "sidhartha70" <sidhartha70@> wrote: > >> > > > >> > > Ara, > >> > > > >> > > When I was working for an investment bank, the parameters (and > >> > > universe) were optimized each month from the previous 6 months data > >> > > backtest (rolled forward each month obviously). These parametere > > were > >> > > then used to trade live for the coming month. This is how all my > >> > > backtesting was done (i.e. OOS) and all my live trading. > >> > > > >> > > In this sense, the paramters were indeed 'adaptive'. > >> > > > >> > > --- In [email protected], "Ara Kaloustian" <ara1@> wrote: > >> > > > > >> > > > WF testing seems like a logical step to take in creating a trading > >> > > system. While I am not suggesting that we don't do it, I'd like to > >> > > clear my understanding. > >> > > > > >> > > > It seems to me that we are looking to create a system with > >> > > parameters that are valid "for all time". If a test is succesful in > >> > > OOS period, then we can assume that we have found something that > >> > > remains applicable for the future - at least in this one instance. > >> > > > > >> > > > Given that the markets change all the time, the obvious conclusion > >> > > for me is that we need indicators that are adaptive... and that any > >> > > that do not adapt will simply not work in OOS. > >> > > > > >> > > > The issue of providing feedback from equity curve seems valid > > and it > >> > > can provide a warning about system starting to not perform as > > expected > >> > > ... so regardless of type of indicators used, this kind of > > feedback is > >> > > good!. > >> > > > > >> > > > The point I am making is that there has been very little said > > about > >> > > adaptive indicators ... > >> > > > > >> > > > maybe that is the holy grail ... and therefore untennable ... > >> > > > > >> > > > >> > > >> > > > > > > > > ------------------------------------ > > > > Please note that this group is for discussion between users only. > > > > To get support from AmiBroker please send an e-mail directly to > > SUPPORT {at} amibroker.com > > > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > > http://www.amibroker.com/devlog/ > > > > For other support material please check also: > > http://www.amibroker.com/support.html > > Yahoo! Groups Links > > > > > > >
