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2025-05-03 22:47:33

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Open Graph

title

Science Trader's Blog

description

A series of notes related to trading of systems offered by 3rd party vendors

image

site name

author

updated

2026-02-18 21:54:37

raw text

Science Trader's Blog skip to main | skip to sidebar Science Trader's Blog A series of notes related to trading of systems offered by 3rd party vendors Please read the disclaimer at the bottom of this page Saturday, November 24, 2007 Conclusion I've waited 2 weeks for your reactions and was happy to receive many, either by e-mail or as a comment here on this site. This is a short summary of those reactions: - systems are likely over-optimized and lack adaptability to different market conditions - more criteria than just the Sharpe ratio are needed to select a system - longer timeframes (e.g. 3-5 years) are needed to select a system - subscriber should ask vendor if fundamental analysis is part of the system (not relying on only technical analysis) - results cannot be generalized to all C2 systems, since analysis was limited to end-of-day stock systems - recent market conditions were unusual Here's my own opinion. First, I agree that out of the 100 systems I includ...

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