![]() In this presentation, Mathew will be explaining what these errors are, how we can avoid them (regardless of what tools you use), and reveal a new Monte Carlo method he developed which allows us to review a valid p-score for our models no matter if they are long term trend following or short term mean reversion strategies. The result is that the back test returns are rarely repeatable in real life. A back test that is performed too early is based on many false assumptions and compounds many errors into the process. Statistically, this is one of the worst places to start a quantitative process. Quantitative Strategies for Technical AnalysisĪll too often a Technician’s first foray into being quantitative is performing a back test. ![]()
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