Posts by Norm Hart
bMAMS: Using maths to make your funds safer – skipping & adding trades
This week we look at another Monte Carlo Analysis statistical tool- skipping and adding trades. Like last week’s trade re-ordering it is designed to stress test a system and give a more complete idea of the risk profile it is carrying.
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bMAMS: Using maths to make your funds safer – Trade reordering
bMAMS uses different statistical methods to demonstrate or prove that our trading systems will perform in a real, unknown trading environment.
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bMAMS: 3 New Year Resolutions
Welcome to 2023 and Happy New Year! bMAMS has 3 New Year Resolutions we have made to ourselves and our clients.
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bMAMS: USDJPY- 300% more volatile this year
When the USDJPY is looked at statistically, its volatility has increased 300+% from 2021. Underlying why this year was such a difficult market for many.
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bMAMS: Market Volatility in 2022
It has been mentioned often by market commentators about the difficult & volatile trading conditions in 2022. This is how the 2022 market looked graphically.
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bMAMS: November Trading Results
November Trading Results: In November we finished with a closed trade result of -0.31% for the month with a 1.31% drawdown. If accounting for open positions at the end of November the trading month finished with a positive return of 0.52%.
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bMAMS: How Does bMAMS Returns Compare?
Last week we looked at how the return to drawdown statistic can be used to compare different trading systems. This week real investment account performances will be used to compare their results with bMAMS.
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BMAMS: Using drawdown & returns to analyse a system
Last week we looked at the drawdown statistic, which effectively tells us the risk a system takes when trading. Here we will combine this risk statistic with the return on investment statistic…
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BMAMS: What is the drawdown statistic? and why it is important
The drawdown statistic is one of the most important values to consider when judging a system and comparing it with others.
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BMAMS: October 2022 Trading Result
We returned +1.08% for the month of October on a drawdown of 2.5%. The return of 1.08% graphically over the month of October looked like this…
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