I was wandering around on the forum and came across this thread which includes a chart of the long term performance of a system (QuantWizard). I...
After reading this article I have two thoughts. 1) Where can I learn more about the application of hypothesis testing to systems back tests? I...
I have thought about what you both had to say very carefully. I am thinking my examination of action in recent times compared to years ago may be...
In my first experiences of backtesting systems I have noticed an interesting phenomenon in both cases. First of all, these were "idea first"...
Xela, what you say puts me at ease. I'm sure there is no text book approach. I have already begun to search the signature of the market...
I am back testing an intraday strategy for trading oil futures. It is technically driven and takes about 3 trades a day during a constrained...
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