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

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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

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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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