Archive for January, 2011

Comparing Your System’s Profitability Against Random Outcomes : An Edge or Just Luck ?

When you start running Monte Carlo simulations of trading strategies it soon becomes evident that every unprofitable strategy can eventually yield some sort of short-term profitable result. This is the inevitable consequence of the probability of getting a profit always being higher than zero and it manifests itself as theĀ appearanceĀ of “profitable batches” along any system’s […]

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