This is a summary of links featured on Quantocracy on Sunday, 03/05/2017. To see our most recent links, visit the Quant Mashup. Read on readers!
Strategy Validation with Dave Bergstrom (@DBurgh) [Better System Trader]With the toolsets we have available to us today its really quite easy to create a trading strategy by just mining market data. As weve just heard in that opening bit of audio and also from previous podcast guests too, if you try enough combinations you can find something that appears to work purely by chance or by luck. The challenge however is trying to identify something that could be