Strategies might be attractive on the surface but fail moving forward. Why? Here we discuss the qualities of effective trading strategies, and the many traps one should avoid.
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- How to use Curve Fit Protection
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- High Sharpe Ratio OneClick
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- Curve Fitting Versus Statistical Robustness
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- Parameter shift oddness...
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- Help with a parameter
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- Alternate Data
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- out of sample test
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- Any other curve-fit tests?
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- Monkeys, StrataSearch & Shakespeare
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- How to choose the "best" system ?
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- Spacious Spread
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- Drawdown Blues
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- Look out for skewed trades
by Overload » Wed Feb 22, 2006 2:47 pm
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Wed Dec 31, 1969 8:00 pm
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- Check for consistency over time
by Overload » Wed Feb 22, 2006 2:49 pm
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- Using out-of-sample data as a tool
by Overload » Wed Feb 22, 2006 2:51 pm
- 19 Replies
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- Trade Amounts should reflect your situation
by Overload » Wed Feb 22, 2006 2:53 pm
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Wed Dec 31, 1969 8:00 pm
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- Have a significant number of trades
by Overload » Wed Feb 22, 2006 2:56 pm
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- Watch out for sector rotation and selection bias
by Overload » Wed Feb 22, 2006 2:59 pm
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Wed Dec 31, 1969 8:00 pm
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- Beware of survivorship bias
by Overload » Wed Feb 22, 2006 3:01 pm
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Wed Dec 31, 1969 8:00 pm
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- Portfolio Versus Monte Carlo Returns
by Overload » Wed Feb 22, 2006 2:44 pm
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