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.
发表于 2011-7-7 22:07
| 