Quant Mashup - Financial Hacker
Is “Scalping” Irrational? [Financial Hacker]
Clients often ask for strategies that trade on very short time frames. Some are possibly inspired by “I just made $2000 in 5 minutes” stories on trader forums. Others have heard of High Frequency Trading and concluded that the higher the frequency, the better must be the trading. Zorro
- 8 years ago, 9 Oct 2015, 12:55pm -
Boosting Strategies by Filtering Trades [Financial Hacker]
We will now repeat our experiment with the 900 trend trading strategies, but this time with trades filtered by the Market Meanness Index. In our first experiment we found many profitable strategies, some even with high profit factors, but none of them passed White’s Reality Check. So they all
- 8 years ago, 1 Oct 2015, 09:43pm -