Quantitative analysis and strategies in the financial markets
A lot of the best traders (at least the ones I know) use some kind of mechanical and quantified rules in their trading. “Mechanical” implies that the rules are based
Continue readingI have received some e-mails about how I allocate my capital. I admit that this is a problem and quite a difficult task. Sometimes I have no positions, suddenly all
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You rarely manage to find trading strategies that perform better in live trading than in backtests. Why is it so? This happens because backtesting has many negatives and disadvantages. Moreover,
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