Think like a trader
Why You Can’t Tell if Your Strategy “Stopped Working” (Statistically Speaking)
Traders love the illusion of precision. A few bad weeks go by, and you think, “Let’s run a t-test and
statistics
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Data analysisWhat’s the chance that a market effect is real? Monte Carlo permutation tests in Excel
Let’s say you observe some effect in the market and quantify it with simple data analysis. A good question is,
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Quant tradingRThink like a trader
Practical Statistics for Algo Traders
This is the first in a two-part series. Be sure to read part 2 – Practical Statistics for Algo Traders: