New Download Section
I added a download section on the right-hand side. The first file available for download contains my real-life fills since March this year for extreme-os.
Please read the disclaimer at the bottom of this page
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Real-life returns since 5/21/2007 based on true end-of-day account equity...
A series of notes related to trading of systems offered by 3rd party vendors
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2007
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May
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- New hedge
- Tomorrow: portfolio update
- New Download Section
- What do Weekend Trader's and Trend Plays#1 Sharpe ...
- What does a high Sharpe ratio say?
- New portfolio weights
- PC maintenance
- Comments are welcome
- Sticking to the system
- Portfolio up, S&P down
- extreme-os execution (2)
- extreme-os execution
- Weekend Trader
- Alpha, Beta, Sharpe and Sortino
- Correlations
- Drawdowns
- Backtested Portfolio Return
- Infrastructure
- Current Portfolio
- Welcome!
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May
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P/L
Real-life returns since 5/21/2007 based on true end-of-day account equity...
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About Me
- Science Trader
- Researcher
Signal Services (external link)
Free Quotes
Forum - FX245
EliteTrader.com Forums
Wilmott (Trading Forum) Topic Channel
Books
- Advances in Portfolio Construction and Implementation
- An Introduction to Genetic Algorithms for Scientists and Engineers
- An Introduction to Statistical Modeling of Extreme Values
- Efficient Asset Management: A Practical Guide to Stock Portfolio Optimization and Asset Allocation
- Introduction to Modern Portfolio Optimization with NuOPT, S-PLUS and S+Bayes
- Modern Applied Statistics with S-PLUS
- Modern Portfolio Theory and Investment Analysis
Disclaimer
The information in this blog is presented for educational purposes only, and should not be used for making any investment or trading decisions, or decisions related to the subscription to trading systems offered by vendors of these systems.
I do not give any guarantees on the reliability, accuracy and validity of methods and data shown in this blog.
I do not give any guarantees on the reliability, accuracy and validity of methods and data shown in this blog.
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