Quant analytics: good ways to test experimental automated trading systems – preferably, using a distribution-free technique ie. permutation tests

Any ideas on some good ways to test experimental automated trading systems – preferably, using a distribution-free technique (e.g. permutation tests) ?. —— I wonder what are u want to test? What is the hypothesis? —– is your question about technical side — which platform/software to use, or about testing methodologies? —– As in optimization, …

Quant analytics: good ways to test experimental automated trading systems – preferably, using a distribution-free technique ie. permutation tests Read More »