I am currently going through one of this books and quite impressed with his knowledge and expertise. How come he isn't talked about more often in...
Thanks for the link, I can conclude from that post that position parity can be considered another parameter in the strategy and hence reversing...
I agree with you, a strategy with concrete risk management rules is what everyone should aim for. The system was backtested on 3800 days worth of...
I admire your investigative skills. But no, this isn't for bitcoin, it's for futures.
I've already mentioned that this is purely from a positioning perspective - fees and slippage are ignored.
Yes, I have a strategy whose premise is prices converge, but it consistently loses money. If i reverse the positions by rewriting it so that it...
My questions disregards fees and slippage. I am talking purely from a positioning perspective. An example I've given is if a strategy expects the...
I agree with your statement that this could potentially constitute over-fitting. But for example, wouldn't you say that a losing model that...
Say you've written a strategy. During back-testing, you find out that the strategy is losing money on most of the positions it enters into. Is it...
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