Recent content by Konradp

Turn YT off

Determining something is no longer valid is probably even harder. How do You find out before it drains Your capital?

Actually found a nice white paper on the topic https://faculty.fuqua.duke.edu/~charvey/Research/Published_Papers/P116_Evaluating_trading_strategies.pdf

Hi, I’d like to ask what steps You take while testing Your trading strategy. Of course backtesting, monte carlo, other common steps but maybe there is something extra You use. I recently found that testing strategy with different starting date helps a lot in determining how it behaves.