051 – Strategy Evaluation with Dave Walton
Today we’re covering a topic which can really be a concern for traders of all levels, from beginner to pro, and that is the topic […]
Today we’re covering a topic which can really be a concern for traders of all levels, from beginner to pro, and that is the topic […]
By Dave Walton – Statistrade.com When I wrote my Wagner Award winning paper “Know your System! – Turning Data Mining from Bias to Benefit,” I
System Parameter Permutation – a better alternative? Read More »
Backtesting and execution are such key parts of algorithmic trading so choosing the wrong platform can have a huge impact on our trading. There are
047 – Backtesting & Execution – Nitesh Khandelwal Read More »
I’m sure we all want to create trading strategies that perform better and last for longer but there are a number of issues we need to
In this episode we’re discussing the results of a quantitative study on stop losses completed by Cesar Alvarez of Alvarez Quant Trading. Cesar was also a guest of
In my interview with Laurent Bernut in Episode 32, Laurent made the statement: The Sharpe Ratio is the right mathematical answer to the wrong question
Sharpe Ratio – the right answer to the wrong question? Read More »