System Parameter Permutation – a better alternative?

By Dave Walton – Statistrade.com When I wrote my Wagner Award winning paper “Know your System! – Turning Data Mining from Bias to Benefit,” I had two goals in mind: Introduce a new method to reasonably estimate the long-run expected performance of a trading system, and Provide a simple method for the average system trader…

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043 – Breakout strategies with Tomas Nesnidal

Tomas Nesnidal has been a full-time trader for over 11 years, specializing in automated algorithmic trading strategies. He has experience with a number of trading styles, including option trading, spread trading, statistical arbitrage and market internals but in this episode we’re going to discuss one of his other specialties, breakout trading. In our chat we discuss…