Will do! I shelved it for a bit until classes were finished. I'm back in it now
and would love feedback as I progress through it. I will make sure to post it
when I get a decent draft put together.
--- In amibroker@yahoogroups.com, Howard B howardba...@... wrote:
Hi SpaceBass --
I would
Oh wow, I just realized the Howard I was speaking to is Howard Bandy!
I bought two of your books so far and will be referencing them throughout my
paper. Cheers!
--- In amibroker@yahoogroups.com, Howard B howardba...@... wrote:
Hi SpaceBass --
I would like to read your paper. Let us know
Hi SpaceBass --
I would like to read your paper. Let us know how to get a copy.
Thanks,
Howard
On Mon, Feb 22, 2010 at 9:39 PM, spacebass5000 spacebass5...@yahoo.comwrote:
Awesome, lots to ponder. Thanks a lot for the input everyone!
I'm actually writing a paper that looks at various
Awesome, lots to ponder. Thanks a lot for the input everyone!
I'm actually writing a paper that looks at various Quant Trading models and
need to hash out my OOS/IS periods. You all have been a big help.
--- In amibroker@yahoogroups.com, spacebass5000 spacebass5...@... wrote:
I was wondering
bummer
thanks for the help!
--- In amibroker@yahoogroups.com, Howard B howardba...@... wrote:
Hi SpaceBass --
The only way to determine the correct length for the in-sample period is by
running experiments. The length needs to be long enough for the model to
synchronize with the data and
Many traders today are endeavoring to construct a trading methodology from
stone knives and bearskins.
In the future, any implementation of walk-forward analysis (WFA) which cannot
change from IS to OOS and back based on TA signals, as well as conduct
retrospective analysis based on
No. My feature request for exactly that functionality was rejected.
You'll have to vary the IS window and OOS window by hand. Just run a walk
forward using 1 year IS, then 2 year IS, etc. Same for OOS periods. Use coarse
grained increments so as not to curve fit the periods. The values above
