Posts Tagged ‘portfolio trading’

Choosing Portfolios Without Bias: Some Strategies Against the “Cherry Picking” of Systems

When building trading system portfolios we encounter the interesting challenge of choosing a combination of systems to give us the best possible results under future trading conditions. It is sometimes easy to misinterpret this challenge as a challenge to get the “best possible back testing results”, something which causes the generation of cherry-picked portfolios were […]

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