Tuesday, 2 June 2020

Intraday Edge: Find strategies backwards

A large consideration of developing trading systems should be how efficient our capital is working for us. The quicker we can realize profits, the more trades we can make thus allowing our capital to compound more quickly. Additionally, sitting in positions for long periods increases our risk...

Noise Test Parameter Optimization

In short, this is a new feature that allows us to optimize strategies across noise adjusted data series as opposed to the traditional method of optimization which only optimizes across the single historical price series. The problem we face is the historical data is merely only one possible...