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Search found 5 matches

by MustafaCrap
February 3rd, 2011, 9:48 am
Forum: General Forum
Topic: The problem with random walk theory
Replies: 40
Views: 39405

The problem with random walk theory

<t>QuoteOriginally posted by: Richyiee"Richyiee, if you think you have found something non-Markovian that the rest of the market hasn't found, good luck; it could be very profitable...or not. " Well im sure theres plenty of people making plenty of money out there one way or another , and I gotta fee...
by MustafaCrap
February 1st, 2011, 6:44 pm
Forum: Book And Research Paper Forum
Topic: lulu.com
Replies: 440
Views: 253175

lulu.com

<t>I've written a book about sports arbitrage which I self published on Lulu 3 years ago. Its done very well and the printing is always top notch. Amazon has picked up the book too from Lulu and the whole experience has been simple, easy and a joy to use. I'd recommend anyone have a go. I've also do...
by MustafaCrap
January 31st, 2011, 11:59 am
Forum: Trading Forum
Topic: Trading the Chinese stock markets, 29 Sharpe ratio 107% annualised returns over 5 years
Replies: 23
Views: 26120

Trading the Chinese stock markets, 29 Sharpe ratio 107% annualised returns over 5 years

<t>Thanks TinMan. That was an odd question from Richyiee. But then again I've come across so many people who have developed systems based on backdated studies that were over fitted. In fact I'm sure someone brighter than I could make a convincing case for doing the exact opposite of what a found sys...
by MustafaCrap
January 30th, 2011, 6:41 pm
Forum: Trading Forum
Topic: Trading the Chinese stock markets, 29 Sharpe ratio 107% annualised returns over 5 years
Replies: 23
Views: 26120

Trading the Chinese stock markets, 29 Sharpe ratio 107% annualised returns over 5 years

Is that a back tested system or one you developed in 2006 and walked forward ?
by MustafaCrap
January 30th, 2011, 6:36 pm
Forum: The Quantitative Finance FAQs Project
Topic: Gambling and trading, what is the difference?
Replies: 53
Views: 246549

Gambling and trading, what is the difference?

<t>QuoteOriginally posted by: KackToodlesanother difference is that it is possible to "win" in trading if you have superior information or forecasting ability, whileyou cannot win in gambling over the long run (e.g. 25 years). do you know anybody as rich as warren buffett who madehis billions by pur...
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