Archive for December 12th, 2014

October 2016

September 2016

August 2016

July 2016

May 2016

February 2016

January 2016

May 2015

January 2015

December 2014

August 2014

January 2014

June 2013

March 2013

August 2011

June 2011

May 2011

April 2011

March 2011

February 2011

January 2011

December 2010

November 2010

October 2010

September 2010

August 2010

July 2010

June 2010

May 2010

April 2010

March 2010

February 2010

January 2010

December 2009

November 2009

October 2009

September 2009

August 2009

February 2009

October 2008

December 2007

Two Statistical Bias Types: Understanding sources of bias when building trading strategies

The choices we make when develop trading systems from historical data can lead to some significant problems. The way in which you develop your strategy creates several types of statistical bias that affect the quality and eventually the probability that your systems will work when tested under real out-of-sample conditions (new live market data). Understanding […]

Subscribe to RSS Feed Follow me on Twitter!
Show Buttons
Hide Buttons