Verification of systems using Long/Short success

Discussion in 'Automated Trading' started by cipherscribe, Jan 28, 2010.

  1. I'm trialling OpenQuant, and their strategy manual mirrors some of the comments here. I'll not post the quote for ownership reasons, but it very clearly indicates that Long is not the same as Short, and one should not expect a system to work for Shorts just because it's successful for longs.

    It's nice seeing such a statement in black and white.
     
    #11     Feb 1, 2010