This is a summary of links featured on Quantocracy on Sunday, 04/19/2020. To see our most recent links, visit the Quant Mashup. Read on readers!
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Parameter Optimisation for Systematic Trading [Robot Wealth]Optimisation tools have a knack for seducing systematic traders. And whats not to love? Find me the unique set of parameters that delivered the greatest return in my ten-year backtest. And do it in under five seconds. Thats certainly attractive. But do you want to hear something controversial? When it comes to the parameters of a systematic trading strategy, in the majority of cases