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Initial Deutsche Bank FX strategy aka dBFXstrategy open source experimental project with source code on Source Forge

Initial Deutsche Bank FX strategy open source experimental project with source code on Source Forge UPDATE: Please find these files on GitHub not SourceForget so files links listed below   This is what I typed on the README file so please be gentle when giving feedback. This is an entire learning process:   Join my …

Initial Deutsche Bank FX strategy aka dBFXstrategy open source experimental project with source code on Source Forge Read More »

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 »

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