How to Really Evaluate a Trading System
September 09, 2024
At first glance, evaluating a trading system looks straightforward: higher net profit = better system, right? Not so fast. That’s actually one of the biggest traps traders fall into.
Notes, experiments, and insights on systematic trading and quant finance.
September 09, 2024
At first glance, evaluating a trading system looks straightforward: higher net profit = better system, right? Not so fast. That’s actually one of the biggest traps traders fall into.