This is a great article, it's true that I'm potentially not conforming to his recommended criteria for an un-biased system, although I did...
If you just use net worth the performance is biased towards the latter end of the time range being optimized (assuming fairly exponential growth)....
Seems like a normal least squares regression would work more effectively. If a regression correctly models a stock's behavior a day early or a day...
I like this question, I've been running my optimization constantly (even now), but I've been seeing a lot of over-specialization. But at the same...
Hi I'm new to trading, just bought my first stock a little over a month ago. I decided to create a program to tell me which stocks to purchase....
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