[CIC] Bs Sure to Know When to Stop

I jumped into the world of system trading since ... 1993 ? It's too long ago, and I cannot even remember when. I believed that it would be the key to succeed in the financial market. For many years, I programmed all kinds of idea and developed all kinds of systems by using the most sophisticated software at that time and back-testing against more than 30 years of data. I tried to find the optimal results of sharpe ratio, average return, maximum drawback, ...etc. It turned out (maybe I was not brilliant enough) none of my systems was able to survive in all situations. I quit system trading research after few years of failure.

For so many years passed by, I have tried all kinds of approaches to find the holy grail of the trading world. Do you really believe there exists a such silver bullet? I stopped losing money until I threw away all those approaches. Now my approach is no approach. You can see my style and the reason from my discussion group:

http://groups.wenxuecity.com/groupview.php?gid=921

所有跟帖： 

• 回复：[CIC] Bs Sure to Know When to Stop -TCT- ♂ (879 bytes) () 10/18/2009 postreply 04:28:25

• [CIC] Your Brilliant Idea -snowrider- ♂ (1689 bytes) () 10/18/2009 postreply 07:25:58

• 回复：[CIC] Your Brilliant Idea -TCT- ♂ (806 bytes) () 10/18/2009 postreply 08:47:46