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Subject: Data mining bias and running off the rails

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whitneybroach
Posts:2
07-04-2008 12:54 PM Alert 
Murray,

After studying it in Dave Aronson's book, I'm interested in Tim Master's modified Monte Carlo permutation alogrithm for assessing data mining bias. Also would like to track a running system with CUSUM to verify statistically that it's not running off the rails.

Any chance we'll see those in Pro?  If not, are you aware of software alternatives that could implement those algorithms with the data exported from TradersStudio (current, 2.7 or Pro) ?

More generally, where is the target feature list for Pro on the site or here in the Forums?  I just got the offer from Angela and am trying to figure out which combination of offers to accept. :)

Best,
Whitney
murray
Posts:405
07-04-2008 1:01 PM Alert 

TradersStudio has a simple Monte Carlo example included. It's written in our Macro language. We have a complete API which has features to implement a more complete on or something similar to what Aronson did.

 I would get TradersStudio +GA, It's a great deal now at 599.00 -10% off. so it's only abou 540.00 !.

 If you buy now, you will get a free upgrade to pro!.

 

 

 
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Forums > Technical Trading > Trade Plans, Money Management & Risk Control > Data mining bias and running off the rails


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