robustness Archives | Better System Trader

185 – How to avoid creating trading strategies that degrade quickly – Timothy Masters

Timothy Masters holds a degree in statistics and spent his early career doing Department of Defense work on missile guidance systems. His entry into trading […]

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3 Ways Traders Kill Their Trading Strategies

You build a strategy. The backtest looks fantastic: good returns, reasonable drawdowns, a Sharpe ratio you can be proud of. Then you go live, and

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Backtesting Trading Strategies Does Not Work: John Ehlers on Robustness

“Backtesting trading strategies does not work.” That’s the opening line of a white paper published by John Ehlers, a retired electrical engineer who has spent

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