Posts Tagged ‘system development’

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IS/OS variable correlations: Looking at how Sharpe and PF correlations change as a function of OS trade number

The key to profitable trading under real out-of-sample (OS) conditions – meaning under data that didn’t exist when you created the strategy – is to be able to draw some type of predictions about which strategies will be better performing in the future. This means that you must have some idea about how the past […]

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