Comments on: Timing Still Risk-Averse http://billrempel.com/2008/01/27/timing-still-risk-averse/ Trading Mechanical Systems Wed, 20 Aug 2008 09:37:43 +0000 http://wordpress.org/?v=2.3.3 By: rrdlj123 http://billrempel.com/2008/01/27/timing-still-risk-averse/#comment-109 rrdlj123 Fri, 22 Feb 2008 17:05:11 +0000 http://billrempel.com/2008/01/27/timing-still-risk-averse/#comment-109 Not a problem, its very interesting. Sometimes I feel like a sidewalk superintendent as I watch the structure grow. Keep on building...dj Not a problem, its very interesting. Sometimes I feel like a sidewalk superintendent as I watch the structure grow. Keep on building…dj

]]> By: Bill Rempel http://billrempel.com/2008/01/27/timing-still-risk-averse/#comment-108 Bill Rempel Fri, 22 Feb 2008 11:59:26 +0000 http://billrempel.com/2008/01/27/timing-still-risk-averse/#comment-108 I have Drawdown information from backtest for Timing on daily basis, and for Fundamental and Aggressive on a month-end basis. Rotational's backtest is still piecemeal, and an integrated combined backtest remains a "to do," as does expanding the explanations for the other three systems. I don't have individual security drawdown for the systems. I don't like what's happening with INP, either. Testing some alternate treatments for individual holdings on Rotational is a "to do." With Aggressive and Fundamental, holding 20 positions is the solution to individual company risk. As you can see, I've got some work ahead of me to finish fleshing out the site! Hope you bear with me ... I have Drawdown information from backtest for Timing on daily basis, and for Fundamental and Aggressive on a month-end basis. Rotational’s backtest is still piecemeal, and an integrated combined backtest remains a “to do,” as does expanding the explanations for the other three systems.

I don’t have individual security drawdown for the systems.

I don’t like what’s happening with INP, either. Testing some alternate treatments for individual holdings on Rotational is a “to do.” With Aggressive and Fundamental, holding 20 positions is the solution to individual company risk.

As you can see, I’ve got some work ahead of me to finish fleshing out the site! Hope you bear with me …

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