trading is all about looking forward ...

来源: njrookie 2016-01-02 13:08:34 [] [博客] [旧帖] [给我悄悄话] 本文已被阅读: 次 (1070 bytes)
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pattern in the immediate past is as close as it gets to predicting immediate futures. 10+ years backtesting is irrelevent for correlation. in this case. one always needs to balance the length of historical data, and the relevancy of the data. 

fin 101 teaches you that higher frequency - think of intraday intervals - helps to dramatically improve the esimation of 2nd moment, while does nothing for 1st moment.

to trade and time the money across multiple asset classes, one needs to understand macro/monetary policy. a back office quant analysis / TA / blind diversification will not work in the current environment. 

nothing will ever be 100% in trading. u need to trust your intuition and your analysis. then there is a lot of art component. risk management lets ur true talent shine through cloud over time.

just my 2c.

所有跟帖: 

I don't trade so I don't know. -autumnjune- 给 autumnjune 发送悄悄话 (139 bytes) () 01/02/2016 postreply 13:10:33

顶一下Nj。 -知人知面- 给 知人知面 发送悄悄话 知人知面 的博客首页 (0 bytes) () 01/02/2016 postreply 18:25:37

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