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• Profiting from the Z-Score by Mike DeAmicis-Roberts

  ARTICLE SYNOPSIS ...Profiting from the Z-Score by Mike DeAmicis-Roberts What is the Z-score? You can use it to identify the types of winning and losing streaks in a trading system. Once the nature of the streaks are determined, then you can use different money management approaches to maximize profitability. When traders analyze the results of their systems, they frequently look to the percentage of winners as proof of the system's reliability. In many cases, this is a good indication. However, looking at the percentage of winners and losers only tells part of the story. Sometimes winning trades come in streak...

AUTHOR: Mike DeAmicis-RobertsDATE: JAN 1998SUBJECT: Statistics

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• Basic Techniques for Analyzing Systems by Mike DeAmicis-Roberts

  ARTICLE SYNOPSIS ...V.13:08 (348-351): Basic Techniques for Analyzing Systems by Mike DeAmicis-Roberts What should you consider when you're designing or testing a trading system? Here are some hints that may help you. Trading is all about fear and greed,"" a trader once said. He was right. Every trader has to deal with his or her own levels of fear and greed. Individuals have their own objectives for profit and tolerance for risk. Some traders want to achieve the greatest profit while ignoring risk, while others are looking for the smoothest equity curve. The system a trader develops should be aligned with th...

AUTHOR: Mike DeAmicis-RobertsDATE: AUG 1995