Our website is made possible by displaying non-intrusive online advertisements to our visitors.
Please consider supporting us by disabling or pausing your ad blocker.
The culprit is MSCI . Don't know what type of wrong medicine MSCI has taken or has taken overdose of drugs. Never mind, the kneejerk effect will soon be over.
Owen. Are you able to backtest your trading rules? It seems like your model produce abc path but without backtest. You wouldn't know if there is an edge.
proper validation is important.But my model is more structure-state based instead of pure mechanical signals,so the probabilities are conditional structure probabilities,not fixed formula outputs.Backtesting and structure database validation is probably the next stage.
Glad to see more technical people replying and giving proper feedback.Actually I am still refining the structure probability side and long term I do plan to add more validation and historical structure testing.
Is good to note that trading volume is low. It means that the sales are getting fewer and the buyers are wating to grab. (As I see it, some are not going to run, but are going to buy). Just my opinion, not a buy or sell call.