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Re: Z8 Questions: need for IB account [Re: jcl] #462336
09/22/16 09:20
09/22/16 09:20
Joined: Mar 2006
Posts: 1,993
Karlsruhe
PadMalcom Offline
Serious User
PadMalcom  Offline
Serious User

Joined: Mar 2006
Posts: 1,993
Karlsruhe
No I didn't, how is that possible in FXCM? IS it even possible or do I need an IB?

Re: Z8 Questions: Longer backtest period [Re: PadMalcom] #462395
09/27/16 08:39
09/27/16 08:39
Joined: May 2016
Posts: 180
Prague
pcz Offline
Member
pcz  Offline
Member

Joined: May 2016
Posts: 180
Prague
Is it possible to use longer backtest period than the default? (which is 2011-2016)

Re: Z8 Questions: Longer backtest period [Re: pcz] #462403
09/27/16 16:30
09/27/16 16:30
Joined: Jul 2000
Posts: 27,978
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,978
Frankfurt
Yes, when you use different assets. From the Z8 ETFs some don't go back beyond 2011.

Re: Z8 Questions [Re: jcl] #462859
11/01/16 15:30
11/01/16 15:30
Joined: Sep 2016
Posts: 4
T
Telegucker Offline OP
Guest
Telegucker  Offline OP
Guest
T

Joined: Sep 2016
Posts: 4
Thank you for your answer. I assume that I have to modify positions in the box(picture). The other positions in the portfolio remain open until they appear in the box. Right?
Kind regards.
https://s14.postimg.org/ql5qhrqvl/Z8_2016_11.jpg

Re: Z8 Questions [Re: Telegucker] #462865
11/01/16 16:28
11/01/16 16:28
Joined: Jul 2000
Posts: 27,978
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,978
Frankfurt
Yes, only changed positions appear in the box.

Re: Z8 Questions [Re: jcl] #463390
12/01/16 14:58
12/01/16 14:58
Joined: Aug 2016
Posts: 95
Wien
T
trenki2 Offline
Junior Member
trenki2  Offline
Junior Member
T

Joined: Aug 2016
Posts: 95
Wien
How would Z8 system behave during a financial crisis like in 2008?

Re: Z8 Questions [Re: trenki2] #463392
12/01/16 17:07
12/01/16 17:07
Joined: Jul 2000
Posts: 27,978
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,978
Frankfurt
Not at all, since many of the Z8 ETFs did not exist yet back in 2008.

But if the crisis happened today, it would of course affect Z8 in some way since it's a long-only system.

Re: Z8 Questions: need for IB account [Re: jcl] #464063
01/19/17 07:09
01/19/17 07:09
Joined: Jan 2017
Posts: 11
S
smn Offline
Newbie
smn  Offline
Newbie
S

Joined: Jan 2017
Posts: 11
Hi. you say that Z8 is an improved version of the MVO system described on Financial Hacker. Can i please ask what the improvement is?

Re: Z8 Questions: need for IB account [Re: smn] #464064
01/19/17 09:38
01/19/17 09:38
Joined: Jul 2000
Posts: 27,978
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,978
Frankfurt
AFAIK, connection to IB and optimized positions on the effective frontier.

Re: Z8 Questions: need for IB account [Re: jcl] #464075
01/20/17 07:27
01/20/17 07:27
Joined: Jan 2017
Posts: 11
S
smn Offline
Newbie
smn  Offline
Newbie
S

Joined: Jan 2017
Posts: 11
So i guess Z8 uses the max Sharp ratio portfolio on the efficient frontier?

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