Fact Sheet
marktheshark
Holding down an IT day job in data quality analysis got me interested in applying methods of "statistical process control" to the stock mark... more
Latest Blog Post
Is It Possible to Eliminate Curve-Fitting? (24-Apr-08)
Curve-fitting (noun): the act of adding rules to the Key Idea of a trading system for the specific purpose of eliminating bad trades. Systems that have been ‘curve-fit’ never hold up in live trading.
I began to pose this question to myself this week as I surveyed the wreckage of yet another of my “Holy Grail” stock trading strategies: a Linear Regression-based algorithm discovered through m...... View Blog
| marktheshark | S&P 500 | |
|---|---|---|
| Return Since Inception | -6.98 | |
| Month to Date Return | 0.00 | 0.56 |
| Last 3 Months Return | 0.00 | -8.53 |
| Annualized Return | -16.54 | 0.44 |
| Alpha (%) | -0.05 | |
| Beta | -0.07 | |
Latest Trades
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Risk
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marktheshark
S&P 500 
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Previous questions
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Don_Bartell asked (26-Apr-08)
Hello Mark, this is just to explain, I have some further thoughts in response to your excellent poin... More
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Holding Summary
| Holdings | ||
|---|---|---|
| marktheshark has no current holdings. | ||
