Building Trading Systems

What Is Walk Forward Optimization?

One of the biggest issues with system development is that many trading strategies do ...

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Building Trading Systems

9 Mistakes Quants Make that Cause Backtests to Lie

"I’ve never seen a bad backtest” -- Dimitris Melas, head of research at MSCI.A ...

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Development Tools

A Flexible Trailing Stop Function

The Anatomy of a StopA stop can be defined by specifying four basic parameters, ...

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Building Trading Systems

In-Sample and Out-Of-Sample Testing

I am frequently asked if I do out-of-sample testing. The short answer is not ...

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Building Trading Systems

Why You Should Really Optimize and Even If You Don’t

Today’s topic is on optimization. Some system developers don’t believe in optimization. However, I’m ...

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