aranylaz@freeblog.hu 2006. január 18., szerda
Címkék: aranyláz options position sizing mechanical trading algorithmic trading aranyláz 2006 január position management option strategy
2014.04.14. 02:21
Fórum link a pozició méretezésről, nagyon sok további hivatkozással. One of Taleb's suggestions was to 'use historical data for developing a trading system, but never use historical data to set risk limits' as a 'Black Swan' even can occur at any time. Makes sense to me. Worst case for…
How to Backtest Your Trading Strategy Correctly
Címkék: algorithm backtest trading markets mechanical trading
2012.06.06. 15:14
A Trading Markets cikke: Many successful traders share one habit - they backtest their trading strategies. Backtesting your trading strategy will not alone guarantee that you will become profitable, but it is a giant step in the right direction. In this article we examine some potential biases that…