Recent content by endo77

Thanks!

Yes, thanks! Almost there.

Thanks! I had a correlation problem where previously uncorrelated strategies became correlated in times of turbulence and then many failed simultaneously. 1 by 1 they were replaced after being confirmed stale. I've reduced such a risk for the future by expanding the portfolio to even less...

The widget at the top is showing the news on results. =) (Although, that's the 10% var version of SUG.) I have been working hard, carefully optimizing and swapping new strats in and out as more data comes in during these strange times. I consider long term performance, strategy diversity as...

This may be true but a dollar profit has the exact same value as a dollar of initial investment so why would anyone treat it differently with risk or otherwise?

This is more interesting argument! If you're trying to pinpoint the moment your perceived edge goes down too far to hold on so that you can only lose a little, then by waiting for a DD you are already closer to that point. So have you simply waited for your lowest tolerable perceived edge to...

My sample game above is not entirely noise. There is an existing edge so I don't think it's classified as random walk. There is an edge and some randomness, same as a ("good") Darwin. Ah this might be hard to explain but believe it or not, strictly worrying about "not entering at the worst...

How would you know which part or how much longer? You could also say entering during a winning cycle is good because you have skipped the down cycle and the winning cycle could last much longer. Entering on a DD, maybe the DD is not even 1/3rd over. One must have a rough idea of the cycles in...

I would like to discuss this buying Darwins on a dip in more detail as it is an interesting topic. Let's start with the basics. Let's take the most simple example of a betting system. Coinflip: win $6 on heads but lose $5 on tails. If I flip heads 2x in a row am I more likely to get tails? What...

If you're going to be trading anyways, may as well have a little bonus dream. It's free extra bonus money you wouldn't have if you traded elsewhere.

Not many. It would be a fantastic year for sure. with 1 yr filter:

Well, the AUM is cumulative, so you can be adding more AUM on some of your other positive months along the way. A good a year can be significantly more than that. I think if the pivot brings in lots of cheaters Darwinex will do something about it. Here is a good year and fantastic year...

I'm guilty of this checking especially near the end of the month but it doesn't effect my (automated) trading, just my mood a little lol.

Yes I am worried about manufactured equity curves from subtle changes to risk when in DD for instance. The past Dscore was not impervious to it either. Admittedly the new dscore seems more vulnerable to cheaters. But I check the top 5 every once in a while and haven't identified any yet.

From my experience other firms lost a lot of AUM as well. I was told it's a pandemic, possible recession risk off thing. I hope so! Maybe they'll up the Darwnia contest again!