Re #1: I've seen software to backtest, but only test one fixed set of vars. So one might test a 10 & 20 SMA, going back years. But the software...
That was merely a trivial case. I have extensive backtesting optimzation experience, albeit 20 years ago. Again, with 25 vars, my typical run...
Thanks, but my style of trading, including exchange membership when I was 21, requires intra-day. But even systems I developed that held...
Not true, although I understand your leap. The simple case, 25 vars could all be fixed, so just one test. More reasonable, some vars might have...
Thanks; just looked quickly; definitely worth exploring.
My background: 1. Full-time trader, mostly futures, for 30+ years; 2. Managed money in futures, 20 years ago, as CTA, using proprietary software...
Very old argument: In sample & out-of-sample data. Meaningless distinguish, IMO.
Seriously? QE - U.S, Europe, Japan
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