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Investing/Strategies / Mechanical Futures


Subject:  Re: Why Futures? Date:  10/6/2007  8:33 AM
Author:  ges Number:  145 of 162


What database are you using for your backtesting? Unless you have a database that includes all the symbol changes, delistings, etc., the period between 2000 and 2002 might look even worse than you think.

I'm very interested to see that your system makes good money on the short side. I have tried hard to come up with a good short system, but have never been able to develop anything I'd be willing to trade.

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