This year I have spent a large amount of time thinking about the idea of robustness and how to build strategies that can yield the highest possible degree of success under the most varied types of market conditions. After coding several strategies to achieve this objective (all of which you can find inside Asirikuy), I […]
Archive for July 4th, 2011
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- Following the Trend: Analyzing the effect of trend following bias on random traders in the FX market