Comments for AdaptiveTradingSystems.com Blog http://www.adaptivetradingsystems.com/blog Sun, 05 Sep 2010 01:47:37 +0000 hourly 1 http://wordpress.org/?v=3.0.1 Comment on Adaptive ARMD(2) SP500 Trading System by jamess http://www.adaptivetradingsystems.com/blog/?p=1976&cpage=1#comment-317 jamess Sun, 05 Sep 2010 01:47:37 +0000 http://www.adaptivetradingsystems.com/blog/?p=1976#comment-317 Hi Ed, Thanks for making me aware of the additional trading vehicles. Eventually I will compare the trading costs associated with each of them. I know Michael Stokes is keen on the 2X leveraged no load mutual funds and I'm thinking he has thoroughly checked out the slippage etc. Combining the signals is going to be an interesting exercise. Best Regards, James Hi Ed,

Thanks for making me aware of the additional trading vehicles. Eventually I will compare the trading costs associated with each of them. I know Michael Stokes is keen on the 2X leveraged no load mutual funds and I’m thinking he has thoroughly checked out the slippage etc.

Combining the signals is going to be an interesting exercise.

Best Regards,

James

]]> Comment on Adaptive ARMD(2) SP500 Trading System by ed http://www.adaptivetradingsystems.com/blog/?p=1976&cpage=1#comment-316 ed Sat, 04 Sep 2010 19:05:50 +0000 http://www.adaptivetradingsystems.com/blog/?p=1976#comment-316 Hi James not only leverage mutual funds, but try double and triple leverage. like sds, spy, sh, sso Direxion Large Cap Bear 3X Shares(BGZ) (correlation/basis risk here) Direxion Small Cap Bear 3X Shares(TZA)(correlation/basis risk here) and lets not forget vxx + xxv there are so many leveraged ways to make or loose money, just need to be sure its worth the bet and control the risk and need i mention that china affect australia, and now leads us markets by the nose, and there are triple long and triple short china etfs also but these suckers are illiquid and move. "this is me wondering out loud" but i have been playing with the idea that one signal might not be correct, instead all the dv models combine to 1 vote, all the ar models combine to one vote, all the xyz models are also sorted and combined into the "speciality" vote, then a final choice could be weighted sigal average, a swarm vote, something else to control for signal quality? end of loud thinking Hi James
not only leverage mutual funds, but try double and triple leverage.
like sds, spy, sh, sso
Direxion Large Cap Bear 3X Shares(BGZ) (correlation/basis risk here)
Direxion Small Cap Bear 3X Shares(TZA)(correlation/basis risk here)
and lets not forget vxx + xxv
there are so many leveraged ways to make or loose money, just need
to be sure its worth the bet and control the risk

and need i mention that china affect australia, and now leads us markets
by the nose, and there are triple long and triple short china etfs also
but these suckers are illiquid and move.

“this is me wondering out loud”
but i have been playing with the idea that one signal might not be correct,
instead all the dv models combine to 1 vote, all the ar models combine to
one vote, all the xyz models are also sorted and combined into the “speciality”
vote, then a final choice could be weighted sigal average, a swarm vote,
something else to control for signal quality?

end of loud thinking

]]> Comment on Adaptive ARMD(2) SP500 Trading System by jamess http://www.adaptivetradingsystems.com/blog/?p=1976&cpage=1#comment-311 jamess Fri, 03 Sep 2010 10:49:39 +0000 http://www.adaptivetradingsystems.com/blog/?p=1976#comment-311 Hi Ed, Thank you for your feedback, it is appreciated. I am planning to produce a meta-system as you say. When I started on this series of articles I was thinking that the SP 500 systems were not really useful for inclusion in a trading strategy. However, thanks to the writings of Michael Stokes on the <a href="http://marketsci.wordpress.com/" rel="nofollow">MarketSci Blog</a>, I have since realized that the systems are 'tradeable' via leveraged mutual funds. Best Regards, James Hi Ed,

Thank you for your feedback, it is appreciated. I am planning to produce a meta-system as you say. When I started on this series of articles I was thinking that the SP 500 systems were not really useful for inclusion in a trading strategy. However, thanks to the writings of Michael Stokes on the MarketSci Blog, I have since realized that the systems are ‘tradeable’ via leveraged mutual funds.

Best Regards,

James

]]> Comment on Adaptive ARMD(2) SP500 Trading System by ed http://www.adaptivetradingsystems.com/blog/?p=1976&cpage=1#comment-229 ed Tue, 31 Aug 2010 12:24:02 +0000 http://www.adaptivetradingsystems.com/blog/?p=1976#comment-229 i wanted to also add that i believe one day a collection of swarms like price-armd combined with some of the other price-xxx can be combined. ed i wanted to also add that i believe one day a collection of swarms like price-armd combined with some of the other price-xxx can be combined.

ed

]]> Comment on Adaptive ARMD(2) SP500 Trading System by ed http://www.adaptivetradingsystems.com/blog/?p=1976&cpage=1#comment-227 ed Tue, 31 Aug 2010 11:44:57 +0000 http://www.adaptivetradingsystems.com/blog/?p=1976#comment-227 James Great work, i look forward to each discussion, and i personally try each idea out and add it to the collection. i would also like to add that i think these are the core ideas, and by pointing them out, i am also going back thru the older systems and trying to re-run them. as the older systems definitely contain great bots by themselves. keep up the posts, and thanks again. ed James
Great work, i look forward to each discussion, and i personally try each idea out and add it to the collection. i would also like to add that i think these are the core ideas, and by pointing them out, i am also going back thru the older systems and trying to re-run them. as the older systems definitely contain great bots by themselves.

keep up the posts, and thanks again.
ed

]]> Comment on Adaptive Autoregressive SP500 Trading System by jamess http://www.adaptivetradingsystems.com/blog/?p=1920&cpage=1#comment-157 jamess Thu, 12 Aug 2010 04:05:36 +0000 http://www.adaptivetradingsystems.com/blog/?p=1920#comment-157 Hi Hans, Running the same model on weekly data sounds like a good idea thank you. Regards, James Hi Hans,

Running the same model on weekly data sounds like a good idea thank you.

Regards,

James

]]> Comment on Adaptive Autoregressive SP500 Trading System by Hans http://www.adaptivetradingsystems.com/blog/?p=1920&cpage=1#comment-155 Hans Wed, 11 Aug 2010 05:14:10 +0000 http://www.adaptivetradingsystems.com/blog/?p=1920#comment-155 Hi all, it would be interesting to see, if this model works with weekly data, too. May be the figure for average trade with weekly data is greater as with daily data. Regards, Hans Hi all,

it would be interesting to see, if this model works with weekly data, too. May be the figure for average trade with weekly data is greater as with daily data.
Regards, Hans

]]>