Comments on: multi-strategy trading with regimes http://www.puppetmastertrading.com/blog/2009/09/13/multi-strategy-trading-with-regimes/ Algorithmic trading experiences Wed, 28 Jul 2010 01:46:39 +0000 http://wordpress.org/?v=2.9.1 hourly 1 By: The Edge » Blog Archive » link feast 3-3-10 http://www.puppetmastertrading.com/blog/2009/09/13/multi-strategy-trading-with-regimes/comment-page-1/#comment-8986 The Edge » Blog Archive » link feast 3-3-10 Thu, 04 Mar 2010 21:51:50 +0000 http://www.puppetmastertrading.com/blog/?p=594#comment-8986 [...] regime change, multi-strategy. [...] [...] regime change, multi-strategy. [...]

]]> By: Hack the market » transitions http://www.puppetmastertrading.com/blog/2009/09/13/multi-strategy-trading-with-regimes/comment-page-1/#comment-8851 Hack the market » transitions Fri, 26 Feb 2010 18:47:07 +0000 http://www.puppetmastertrading.com/blog/?p=594#comment-8851 [...] education, the intention of this strategy, as I’d originally suggested here, is to ‘back-into’ a regime-switching strategy without attempting to directly quantify [...] [...] education, the intention of this strategy, as I’d originally suggested here, is to ‘back-into’ a regime-switching strategy without attempting to directly quantify [...]

]]> By: jojo http://www.puppetmastertrading.com/blog/2009/09/13/multi-strategy-trading-with-regimes/comment-page-1/#comment-8710 jojo Fri, 19 Feb 2010 10:20:21 +0000 http://www.puppetmastertrading.com/blog/?p=594#comment-8710 Here is the pdf file with slides : http://homepages.inf.ed.ac.uk/sramamoo/docs/AMLCFSlides.pdf Here is the pdf file with slides :
http://homepages.inf.ed.ac.uk/sramamoo/docs/AMLCFSlides.pdf

]]> By: Hack the market » steppin’ out http://www.puppetmastertrading.com/blog/2009/09/13/multi-strategy-trading-with-regimes/comment-page-1/#comment-7203 Hack the market » steppin’ out Wed, 25 Nov 2009 19:01:51 +0000 http://www.puppetmastertrading.com/blog/?p=594#comment-7203 [...] strategies – with the goal of implementing something like we’d described in the recent regime-switching post.  (Please note that since then I’ve added a category to capture this [...] [...] strategies – with the goal of implementing something like we’d described in the recent regime-switching post.  (Please note that since then I’ve added a category to capture this [...]

]]> By: tito http://www.puppetmastertrading.com/blog/2009/09/13/multi-strategy-trading-with-regimes/comment-page-1/#comment-7025 tito Sat, 14 Nov 2009 16:53:50 +0000 http://www.puppetmastertrading.com/blog/?p=594#comment-7025 <a href="#comment-5895" rel="nofollow">@John French</a> Thank you - I'm glad you find it interesting. Check out the more recent posts 'ready to launch' and 'sensitivity testing' as they continue the theme. <a href="#comment-5958" rel="nofollow">@mo</a> Good points! @John French
Thank you – I’m glad you find it interesting. Check out the more recent posts ‘ready to launch’ and ’sensitivity testing’ as they continue the theme.

@mo
Good points!

]]> By: Hack the market » sensitivity testing http://www.puppetmastertrading.com/blog/2009/09/13/multi-strategy-trading-with-regimes/comment-page-1/#comment-7024 Hack the market » sensitivity testing Sat, 14 Nov 2009 16:45:03 +0000 http://www.puppetmastertrading.com/blog/?p=594#comment-7024 [...] this point, I’m vested in the inquiry we’d started with the regime-switching post and will apportion time each week towards implementing something like what we’d described [...] [...] this point, I’m vested in the inquiry we’d started with the regime-switching post and will apportion time each week towards implementing something like what we’d described [...]

]]> By: Hack the market » ready to launch http://www.puppetmastertrading.com/blog/2009/09/13/multi-strategy-trading-with-regimes/comment-page-1/#comment-6932 Hack the market » ready to launch Sun, 08 Nov 2009 13:09:01 +0000 http://www.puppetmastertrading.com/blog/?p=594#comment-6932 [...] revisit some of the topics discussed in the recent ‘containing a strategy‘ and ‘multi-strategy trading with regimes‘ posts, focusing on the process of assembling a strategy and its context in preparation for [...] [...] revisit some of the topics discussed in the recent ‘containing a strategy‘ and ‘multi-strategy trading with regimes‘ posts, focusing on the process of assembling a strategy and its context in preparation for [...]

]]> By: mo http://www.puppetmastertrading.com/blog/2009/09/13/multi-strategy-trading-with-regimes/comment-page-1/#comment-5958 mo Tue, 29 Sep 2009 16:46:04 +0000 http://www.puppetmastertrading.com/blog/?p=594#comment-5958 The concept of identifying regime change has been around quite a while. But don't forget that one risk is being traded for another. In this case, whipsaw risk. Still, I think more traders will start implemting some type of regime identification. That in turn will lead to more herding type of behaviour. It's still tempting because if you get regime correct, you can use any set of rules and produce good returns. The concept of identifying regime change has been around quite a while.
But don’t forget that one risk is being traded for another. In this case, whipsaw risk. Still, I think more traders will start implemting some type of regime identification. That in turn will lead to more herding type of behaviour. It’s still tempting because if you get regime correct, you can use any set of rules and produce good returns.

]]> By: John French http://www.puppetmastertrading.com/blog/2009/09/13/multi-strategy-trading-with-regimes/comment-page-1/#comment-5895 John French Fri, 25 Sep 2009 18:02:20 +0000 http://www.puppetmastertrading.com/blog/?p=594#comment-5895 Tito, I recently discovered your blog by way of MarketSci. I am very focused on the concept of trading a strategy of strategies and search high and low for inspiration on "regime switching techniques". Your work is very interesting to me and I am intrigued to see where this particular thread goes. Thanks for sharing your efforts thus far. John Tito, I recently discovered your blog by way of MarketSci. I am very focused on the concept of trading a strategy of strategies and search high and low for inspiration on “regime switching techniques”. Your work is very interesting to me and I am intrigued to see where this particular thread goes. Thanks for sharing your efforts thus far.

John

]]> By: tito http://www.puppetmastertrading.com/blog/2009/09/13/multi-strategy-trading-with-regimes/comment-page-1/#comment-5826 tito Mon, 21 Sep 2009 13:26:42 +0000 http://www.puppetmastertrading.com/blog/?p=594#comment-5826 <a href="#comment-5818" rel="nofollow">@quantivity</a> Thanks - I'll take a look at what you're up to.. @quantivity
Thanks – I’ll take a look at what you’re up to..

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