Archive for April, 2014

Finding Real Inefficiencies in the Forex Market: Differences in data-mining bias between pairs

The main problem when finding systems through a data-mining approach (intensively searching for strategies using a computer) is to distinguish a strategy that is based on a real historical inefficiency from a strategy that reached its level of profitability just by random chance. As the amount of strategies you explore becomes larger, the likelihood that […]

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