Recent content by obiwanchernobyl

Hi Howard Do you know if there is a formula, or other efficient way, for calculating safe-f other than by trial and error? Thanks in advance Calen

Apologies—just found the cdf's on page 11 of the Tools Being Used By Your Trading Competition thread, with the ML example showing CAR25 of 11.1%. This appears to be a reasonable answer to my question. Do you have any examples of cdf's for non-ML systems that have been, or are actually, traded...

Hi Howard Long time reader; first time poster. Thoroughly appreciate all the work you've put into your books. My question is around opportunity cost of trading (i.e. is it worth the effort). I was wondering if you may give some indication of return levels achieved through your methods? perhaps...