Trading System Article Depository

[TrentRothall]

Julian Cohen wrote:

This podcast should probably be compulsory listening

http://www.toptradersunplugged.com/top-traders-round-table-dennis-proctor-parker-07/

Nice, just started reading ‘the complete turtle trader’ again

[Nick Radge]

JB Marwood has released 5 new trading systems for a discounted price of $50.

Not sure there value and how rigorous his testing is…

http://jbmarwood.com/five-new-trading-systems/

[RobGiles]

Hi Nick
Have these guys released robust systems in the past? How does one get an idea on whether or not they’ve been over-optimized?

[LeeDanello]

Rob Giles wrote:

Hi Nick
Have these guys released robust systems in the past? How does one get an idea on whether or not they’ve been over-optimized?

50 bucks!

[Nick Radge]

Quote:

Have these guys released robust systems in the past?

For $50 I doubt it’s robust. Usually these will be a single market system or on a select handful of symbols $50 might be worth a few new idea’s, but probably wouldn’t expect a working system.

Quote:

How does one get an idea on whether or not they’ve been over-optimized?

Once you’ve worked through the second part of the course here you’ll then get a very good idea on these systems and their makeup. That’s a key benefit of this course: smell sh*t a mile away…

[LeeDanello]

Rob Giles wrote:

Hi Nick
Have these guys released robust systems in the past? How does one get an idea on whether or not they’ve been over-optimized?

For 10 bucks you can buy the following book for some ideas. There are also a few videos you get access to from within the book. The ideas in the book backs up a lot of stuff that Nick teaches. He presents the rules for a mean reversion and Rotation system which are pretty basic but confirmed my thoughts I had about these systems and that was they’re all variants of a simple idea. Nothing too scientific about it but it’s a good primer.

[LeeDanello]

Momentum Rotation 60 Day ROC System

[RobGiles]

Nick,
FYI, the link to the ETF rotational strategy no longer works.
Rob

[Nick Radge]

Which one Rob? Do I need to read back through every thread to find it?

[RobGiles]

mmm that’s weird, I edited my comment last night, but clearly didn’t save. ETF rotational I think it was called.

[RobGiles]

Thanks for this Maurice….have you ever tested any of these strategies, particularly the “holy grail’?

[SaidBitar]

Even though the question is not for me to answer but i did tested all of them and actually i traded BBO for some time.

[JulianCohen]

I thought this was interesting. Especially how Sharpe himself says people are using the measure incorrectly.

https://www.rcmalternatives.com/2017/06/the-man-behind-the-sharpe-ratio/?utm_campaign=blog-digest&utm_source=hs_email&utm_medium=email&utm_content=53583537&_hsenc=p2ANqtz-8VdNwM_Bx8EL2UgycL7qin_EKjisl3L1Tf9m08hNeNEzVRaMszwtyMe4P33uPR26WnYgmxlqLqeVKbnnOVG7qAWnh5QQ&_hsmi=53583630

[LeeDanello]

[LeeDanello]

Short Term Trading Strategies That Work

[Author]

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