Futures Truth Mag: Issue #4/2016 | eBooks | Technical

Futures Truth Mag: Issue #4/2016

Futures Truth Mag: Issue #4/2016 PLDZ-248 Instant Download Price
In Stock
$ 13.99 USD
Futures Truth Company
Buy and Download Description

ARTICLES:

False Profits: Exposing Bias with Independent Performance Audits (Part IV-Chance & Consequences)

In the fourth installment of Andrew Danik's excellent series, "False Profits", the author illustrates that our decisions based on outcomes from models influenced by randomness, simple or complex, can be unduly biased.  He drives this point home with the unlikely outcome of the election of Donald Trump.  Most polls had a Clinton victory gauged at an eighty plus percent probability.  Even though the historical models pointed to a Clinton victory, the real-time variables were just simply too diverse.  Andrew also illustrates outcome bias through the simplest of random models, the coin toss.

George's Corner: Torture Your Algorithms with Monte Carlo and Start Trade Draw-down Analysis

Randomness is usually a trader's nemesis, but when it comes to Monte Carlo analysis George turns the table and utilizes it as a very powerful tool to help eliminate the same bias that Andrew Danik describes in his article.  George also takes a look at Keith Fitschen's Start Trade Draw down analysis.

The Hull Moving Average Evolution into the Leavitt Market Projections with an Associated Probability

This article by Jay Leavitt initially discusses the Hull Moving Average, focusing on the quickness and smoothing aspects of the indicator.  He then introduces his Leavitt Projection and Leavitt Convolution constructs, which are based on linear regression.  Jay then does a comparative analysis on the reaction times between different moving averages and his regression based projection and convolution.

And, as always....

Top Ten Tables (updated through November 2016)

Systems Ranked by Commodity

Master Performance Table (200+ systems currently tracked)

CFTC Enforcement Press Releases

Vendor Directory

and More!!

http://www.futurestruth.com/

 

Regular Price:  $13.99

ARTICLES: False Profits: Exposing Bias with Independent Performance Audits (Part IV-Chance & Consequences) In the fourth installment of Andrew Danik's excellent series, "False Profits", the author illustrates that our decisions based on outcomes fr
Recent Reviews Be the first to Review this product!
0 0 0 0 reviews