BacktestingFXZorro
Benchmarking backtest results against random trading part 2
In the first part of this article, I described a procedure for empirically testing whether a trading strategy has predictive
Benchmarking backtest results against random trading part 2
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BacktestingTrading booksZorro
Benchmarking backtest results against random strategies
Picture this: A developer has coded up a brilliant strategy, taking great care not to over-optimize. There is no look-ahead