Quantitative analysis and strategies in the financial markets
A lot of the best traders use some kind of mechanical trading strategies and rules in their trading. “Mechanical” implies that the rules are based on some kind of objective
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 is because of the disadvantages of backtesting. You need
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