Posts Tagged ‘Seasonality’

  • 2013: Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec

Seasonality and Walk Forward Analysis: Not All Systems Are Created Equal

On a recent post I discussed the¬†occurrence¬†of seasonality effects within trading strategies and how these effects can be studied in order to improve the trading characteristics of trading systems. Briefly, seasonality effects are changes in a system’s statistical characteristics that happen periodically (for example that a system has a higher probability to lose on trades […]

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