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  1. Statistical Arbitrage resources

    I agree, you should get out there and search the charts for answers. I've been looking for a good FX PDF on it but have found nothing but info on...
    Post by: brucelevy, Jun 15, 2015 in forum: Trading
  2. How should you optimize a trading system?

    Your testing should be done on in sample and out of sample data to avoid curve fitting. Always save some data and never look at it until your...
    Post by: brucelevy, Jun 15, 2015 in forum: Automated Trading
  3. How many times did you rewrite your trading system before it took off? + Poll

    It took me 16 copies before running live funds. I would say each copy required a significant amount of programming time as well.
    Post by: brucelevy, Jun 15, 2015 in forum: Automated Trading
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