BacktestingFXQuant tradingThink like a traderTools of the tradeZorro
The Financial Hacker’s Cold Blood Index
This post builds on work done by jcl over at his blog, The Financial Hacker. He proposes the Cold Blood
Blog
-
-
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
-
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