scientific-traders : Scientific Traders

scientific-traders · Scientific Traders

Group Information

Members: 381
Category: Futures and Options
Founded: Nov 10, 2004
Language: English

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Description

General discussion of trading methods and systems for options, futures and stocks. Also, users group for clients of Scientific Consultant Services, Inc.

Most Recent Messages

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Re: IS and OOS processing and optimization speed-up? Hi Jeff, Thank you for prompt answer, will try your solution with the calc_stats(). Regarding IS and OOS optimization etc. What I do - I do optimization IS, Posted - Sun Oct 25, 2009 8:43 am	Leon Levinov leonlevinov Offline Send Email
Re: Real time trading with Interactive Brokers Hi, You are absolutely correct: you need to test systems "live" in the market; simulations are not the same thing at all. I would add that this is especially Posted - Sat Oct 24, 2009 8:45 am	Jeffrey Owen Katz optionstrade... Offline Send Email
Re: IS and OOS processing and optimization speed-up? Hi, Replace the default fitness function in calc_stats() with one that only looks at the in-sample data. Then, use setdates command to set up a in-sample start Posted - Sat Oct 24, 2009 7:01 am	Jeffrey Owen Katz optionstrade... Offline Send Email
IS and OOS processing and optimization speed-up? Hi, It seems that during the optimization the trades simulation and calculations are performed both on in-sample and out-of-sample data. Since I use IS and OOS Posted - Fri Oct 23, 2009 12:02 pm	LeonL leonlevinov Offline Send Email
Re: intraday data Hi, The throttling is no problem, as one can collect the data in several passes with a few minutes between them. In fact, this method is implemented in Posted - Sun Oct 18, 2009 8:10 am	Jeffrey Owen Katz optionstrade... Offline Send Email
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Message History

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2009	28	11	9	8	33	12	3	44		21
2008	17	6	7	3	2	5	32	8	1	2	1	25
2007	35	39	27	37	13	11	4	21	34	16	8	2
2006	34	23	22	15	36	23	21	7	2	21	2	20
2005	49	8	36	42	27	14	5	3	3	14	11	16
2004												10

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