Forum Replies Created
- Posts
Thanks again Richard. I tried all sorts of variations but usually it ended up being inferior to what you’ve already have accomplished. I did notice that PALL contributed significantly to the overall return but even taking that out the return was very impressive and the DD didn’t change. Amazing how many parameters there are to consider and how much time it takes to remove the misleading returns and find something that’s plausible. Great perseverance on your part!
Richard, I’m doing a trial of QT and some very interesting scenarios one can come up with. I’m just learning how to operate the software but at least I’m fairly fluent in the parameters. Seems like you really tweaked this one successfully. The ini file you made available is still the current system you are using? I’m going to try to play with it but seems like you have an excellent risk/reward/predictable ratio going. Nice work.
Richard, through LI’s portfolio optimization feature, I’ve come up with a strategy(10yr opt) that has a CAGR of 19%, MaxDD of -16%, Sharpe of 1.43, and Volatility of 12%. Using Quant Trader, have you developed something significantly better than that? I’m just curious and trying to figure out if pursuing the QT software is worthwhile. I appreciate any info you may have. Thanks.
Thanks Richard. Agreed, that’s exactly what seems like is happening. It would seem that IWM would be an excellent alternative but perhaps it’s more reactionary to the main indexes anyway so has limited “leadership” and limited ability to be a front-runner.
Thanks Richard, good info. Perhaps it’s the volatility of the Russell that results in worse results (hard to realize a trend before it turns). If this current market is truly a rotation into small caps again, it might still be a good option but going off recent years obviously doesn’t support it. Thanks again.
