ttrTests

Statistics of Drawdown–paper and post

June 11, 2012 | klr

Thank so much to Patrick Burns’ post Variability in maximum drawdown.  He starts with “Maximum drawdown is blazingly variable,” which I say is why money management is so blazingly difficult.  After spending a lot of time thinking about ...
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ttrTests This is a Test Test 3:Data Snoopy

September 30, 2011 | klr

THIS IS NOT INVESTMENT ADVICE.  IT IS JUST AN EXAMPLE AND WILL LIKELY LOSE LOTS OF MONEY IF YOU PURSUE WHAT IS DISCUSSED.  READER IS RESPONSIBLE FOR THEIR OWN GAINS OR LOSSES.  IF YOU ARE AN UNLIKELY WINNER, I WOULD LOVE TO HEAR YOUR STO...
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ttrTests This is a Test–Test 1 and Test 2

September 28, 2011 | klr

Just to remind everyone, THIS IS NOT INVESTMENT ADVICE AND ANY ACTIONS TAKEN BASED ON THIS DISCUSSION WILL PROBABLY RESULT IN SIGNIFICANT LOSSES. We had fun with the ttrTests package in two previous posts ttrTests: Its Great Thesis and Incredible Poten...
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ttrTests: Its Great Thesis and Incredible Potential

September 26, 2011 | klr

I stumbled on the ttrTests R package as mentioned in my post ttrTests Experimentation.  I did not recognize its potential until I spent much more time absorbing the basis of the package—David St. John’s thesis Technical Analysis Based on Movin...
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