Well I'm going off reported financial information through Bloomberg. I guess the data could be flawed well the way I do it is I assume all my...
sarcasm? :confused: otherwise, thank you
definetly don't have surviorship bias. when selecting stocks for each year in the past, I go through the list of stocks available at that point in...
1) Large cap, in fact one requirement is that the company's market cap must be at least a billion. I ran the system over small cap, and although I...
Thanks for the response 1) no, it does not include slippage and comissions. However, I've always been under the impression that slippage...
yes, but I'm not sure how to detect, objectively, whether I am form fitting or not
OK forget I asked that second question Please help me with the first question if you can. Any of you math dudes out there, are there any...
alright, then ignore my second question, just answer the first if you can (help with statistical models that can verify the legitimacy of a backtest)
what's that supposed to mean?
Hey guys, I usually stick to trading currencies, but a few days ago I decided to run a backtest on a system that's based on value investing....
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