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Strategies & Market Trends : A.I.M Users Group Bulletin Board -- Ignore unavailable to you. Want to Upgrade?


To: mystifier4 who wrote (15806)5/1/2001 6:36:57 PM
From: Todd Reichardt  Read Replies (1) | Respond to of 18929
 
Hi Myst,

It sounds like we're on similar tracks with some of our system modification or system development efforts. I suggest that you throw your system at the Nikkei (^N225 on Yahoo) data post crash (say Jan 1, 1990 to present) to see what it does. When I first looked at the chart I saw lots of movement, and thought a trend following system combined with AIM would chew it up (especially since I also went to a short AIM system when the trend was down). What I found was that AIM didn't like the action, really on either the long or short side. I also found the Nikkei had some price action that chewed up my trend following system.

It might actually be the worst of both worlds for you. Should give you some insights into the weaknesses of you system.

Todd