TSR - resuscitating trading systems - page 4

 
MetaDriver:

Given that you were the first to make the statement, you will have to prove it. You may as well get on with it.

I'm off for popcorn...

;)

!!!
 
MetaDriver:

Considering you were the first to make a statement, you're the one to prove it. You can get on with it.

I'm off for popcorn...

;)


Miracle, at least you wrote something clever other than "not true of you" :) That's why I ask you to rack your brains and justify your remarks at least logically
 
Reshetov:
That's where you should have started: I haven't read it, but I've expressed my own opinion on it.

I was specifically and deliberately speaking out not about this particular EA, but about the method of all OOS. That's exactly what was in the quoted, i.e. a request to consider the context. And the opinion - yes my own. Just like yours. If you don't want to take note of someone else's "rake", that's up to you.
 
Avals:

Miracle, at least you wrote something clever other than "not true of you" :) That's why I ask you to rack your brains and justify your lines at least logically
Well... See post #7 on the previous page. That's where the point is made. And quite justifies anything that needs justification.
 
MetaDriver:
Well... See post #7 on the previous page. That's where the point is made. And pretty much justifies anything that needs justification.

Thank you, all is clear with you ;)
 
voltair:

I was specifically and deliberately speaking out not on this particular EA, but on the method of all OOS. That is exactly what was in the quoted, i.e. please consider the context. And the opinion - yes my own. Just like yours. If you don't want to take note of someone else's "rake", that's up to you.

Unlike you, I don't have an unsubstantiated opinion, but a specific method, demonstrated on a specific example of a specific advisor.


Hypotheses I do not invent (c) Isaac Newton


So keep your rake to yourself (this is your personal problem, solve it yourself) and make a habit of discussing what is being discussed in the context of the thread, rather than just stating your opinion in dissonance with others.

 
Avals:

Thank you, that's all clear ;)
you're welcome... :))
 
Reshetov:
Unlike you, I have not an unsubstantiated opinion, but a concrete method that is demonstrated by a concrete example of a concrete EA. No hypotheses (c) Isaac Newton

Real experience in real accounts is a fabrication? :) Well, well!

As for the EA, time will tell what it is worth. I will not make hypotheses. Like Newton. :)

I will only note that I used approximately what you suggested. Of course, it is not necessarily the same. But it is very similar. The results of practical robustness are the same.

 
Reshetov:

Indeed, it is no longer necessary to search for a line between fitting and lack of it by means of idle flurry in the forum, as patterns can also be gleaned from fitted results, which has been publicly demonstrated.

I did not understand that at all.
 
MetaDriver:

3. not necessarily. The proposed method "finds it by itself". That's the point. You can think of it as a way of finding it. And it's automatic.

The proposed method has nothing to do with what was written in my point 3.

4. It does not work. They are both unprofitable outside the OOS/

Who cares if they are losing on OOS, as long as they look like they are losing. That's what statistical arbitrage is all about.
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