- Search Crypto Craft
- 8 Results
- Monte Carlo Simulation on Portfolio of Multiple Strategies
Single Strategy Monte Carlo When testing a strategy, the absolute profit of a strategy does not say ...
- The Myth of Averaging
Introduction Mathematicians will tell you that a strategy without an edge can not be made ...
- Survivorship Bias
After a long, heated debate with 2 fellow traders, I am curious to hear the opinion of others here ...
- Portfolio risk allocation/abandoning losing strategies
When I develop a new automated Forex strategy, I run a backtest on the last few years and use Monte ...
- Understanding Spread per Time-of-Day
For a recent project I calculated the average spread per time-of-day for several symbols. To my ...
- Finding The Most Robust Parameters Using Optimization
Introduction Most Expert Advisors have one or more parameters that affect its behavior. Most ...
- DOSI: Daily Open Strategy Improved
User smilee89 presented a promising strategy in thread {url} based on retracement after an ...
- Gain Capital historical data feed discontinued?
I have been using the historical tick data from the ratedata.gaincapital.com website over the last ...