Archive for the ‘homework corner’ Category

  • 2011: Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec

The Homework Corner : Understanding Simulation Limitations, Part One– Assignment No.3

Certainly one of the most important aspects of algorithmic trading system development is the evaluation of trading strategies across past market conditions. Testing a strategy’s past performance is critical as this is the way in which we measure if an edge is present, if the strategy is adaptive and the way in which we gather […]

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