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evaluating

What are you metric or benchmarks for evaluating the profitability of your quant or profitable technical analysis trading strategy?

What are you metric or benchmarks for evaluating  the profitability of your quant or technical analysis trading strategy? Is it any of these: Simple returns, log return, and average returns Skewness, Kurtosis (fat tail analysis), Volatility is variance of log or simple returns Performance attribution also known as benchmarking Periodic or simple rate of return …

What are you metric or benchmarks for evaluating the profitability of your quant or profitable technical analysis trading strategy? Read More »

We are evaluating the possibility of using Deltix for forex trading. Did anyone implement any systematic strategy with it?

We are evaluating the possibility of using Deltix for forex trading. Did anyone implement any systematic strategy with it? How long did it take? On which asset classes? Any important issues to report?   == Deltix? Expensive I guess, although it should work well for you if you are ready to pay such monthly bills. …

We are evaluating the possibility of using Deltix for forex trading. Did anyone implement any systematic strategy with it? Read More »

We are evaluating the possibility of using Deltix. Did anyone implement any systematic strategy with it?

We are evaluating the possibility of using Deltix. Did anyone implement any systematic strategy with it? How long did it take? On which asset classes? Any important issues to report?   == Deltix? Expensive I guess, although it should work well for you if you are ready to pay such monthly bills. We have not …

We are evaluating the possibility of using Deltix. Did anyone implement any systematic strategy with it? Read More »

Your ideas for article about evaluating trading systems for quant development

Your ideas for article about evaluating trading systems for quant development I am about to write an Ezine article about evaluating trading systems in general and particullar Bik Research’s S.ONE automated TA system (http://www.bikresearch.si/index.php?page=s-p-100). Do you guys have any fresh questions that have to be answered about paper trading as evaluation tool? — I  bought …

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