Feb

14

A gem, noticed by Brett Steenbarger:

Henry Carstens's latest article, Introduction To Testing Trading Ideas, is a gem. It walks traders through the process of historical testing, significance testing, and portfolio allocation.

From  Yishen Kuik:

I've found this other "how-to" guide to testing informative as well.

The market is jai alai.


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  1. jean valjean on February 14, 2007 4:25 pm

    that’s hardly a gem. it’s actually dangerous the way it was written. what happened to data mining? the 1% loss? not to mention the optimal f. what happens if i’m halfway through the thing and i discover the damn thing don’t hold water due to mining? and i need to do n+1 trades? what’s the optimal for n+1? ruin?

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