Quant Blog
General articles about trading, not necessarily related only to StrategyQuant.
Subscribe and get our weekly newsletter in you inbox.
Přejít k obsahu | Přejít k hlavnímu menu | Přejít k vyhledávání
General articles about trading, not necessarily related only to StrategyQuant.
Subscribe and get our weekly newsletter in you inbox.
A common problem for a trader is to know when his strategy has lost the advantage, or in short, when there is such a situation that does not fit today’s …
Part 3:Profit Factor, Ret/DD Ratio/ Stability SQ3/ Annual % Return,Winning Percent, Win/LossRatio/ Sharpe Ratio
In today's episode, we look at whether using a spread ratio can lead to a better true-out-of-sample (WFOS ) result.
Part 1: Complexity and Number of Trades About a year and a half ago, I came to the conclusion that the edge of my strategy development workflow was shrinking. . …
In the opening episode, we explained what the Edge Ratio is and outlined the basic methodology for using it to develop strategies in StrategyQuant X. The sequel to this article …
In this article we will continue discussing futures markets and contracts that are interesting also for trading algo strategies. In the last article we focused on basics of futures trading. …