105 – A dangerous optimization assumption
Today I want to share an optimization insight from Perry Kaufman. I was reading an article on a trading website and the author was making […]
Today I want to share an optimization insight from Perry Kaufman. I was reading an article on a trading website and the author was making […]
Did you know there are some situations that can cause traders to throw away perfectly viable trading strategies, without even realizing it? Imagine that! Putting
096 – Could you be throwing away good trading strategies? Read More »
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 »
David Aronson is a pioneer in machine learning and nonlinear trading system development and signal boosting/filtering. He is author of “Evidence Based Technical Analysis” and
028 – How effective are indicators (really)? – David Aronson Read More »
Robert Carver is an independent systematic trader, freelance writer and research consultant. He spent more than seven years working for AHL, one of the worlds
026 – Systematic Trading Techniques – Robert Carver Read More »
Have you ever started trading a strategy that performs well in the backtests but delivers a very different result when you begin trading it with real money? Could