Posts Tagged ‘trading success’

The Relevance of Back-testing Time: Does a longer, profitable back-test lead to better OS success probabilities?

Using the largest possible amount of data when back-testing to generate systems that can better accommodate more market conditions is a fairly intuitive and well rooted idea in algorithmic trading. However there seems to be a general lack of quantitative evidence to say whether this is actually the case or if there is an optimum amount of […]

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