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Quant Blog

General articles about trading, not necessarily related only to StrategyQuant.
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Category: Research

Percentile Rank Comparison Blocks

In February we added new comparison blocks to the sharing server IsGreater Percentile/Is Lower Percentile. These comparison blocks allow you to create rules based on the percentile rank of …

clonex / Ivan Hudec

28. 2. 2023

Timothy Masters Internal Profit Factor

When evaluating the success of a trading strategy, a strategy developer can use a large number of strategy metrics. One of them is the profit factor. Profit Factor may be …

clonex / Ivan Hudec

22. 11. 2022

What we have learned from analyzing 1.2 million FX strategies – Part 4: Feature Selection

In today’s episode, we build on the findings from the previous parts, in which we tried to identify and measure the factors that can affect the true out-of-sample performance of …

clonex / Ivan Hudec

15. 3. 2022

Evaluating the trading performance of strategies

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 …

clonex / Ivan Hudec

28. 2. 2022

What we have learned from analyzing 1.2 million FX strategies – Part 3

Part 3:Profit Factor, Ret/DD Ratio/ Stability SQ3/ Annual % Return,Winning Percent, Win/LossRatio/ Sharpe Ratio

clonex / Ivan Hudec

27. 11. 2021

What we have learned from analyzing 1.2 million FX strategies – Part:2 Spread robustness check

In today's episode, we look at whether using a spread ratio can lead to a better true-out-of-sample (WFOS ) result.

clonex / Ivan Hudec

24. 10. 2021

Risk Disclosure:
Futures and forex trading contains substantial risk and is not for every investor. An investor could potentially lose all or more than the initial investment. Risk capital is money that can be lost without jeopardizing ones’ financial security or life style. Only risk capital should be used for trading and only those with sufficient risk capital should consider trading. Past performance is not necessarily indicative of future results.

Hypothetical Performance Disclosure:
Hypothetical performance results have many inherent limitations, some of which are described below. no representation is being made that any account will or is likely to achieve profits or losses similar to those shown; in fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program. One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk of actual trading. for example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program which cannot be fully accounted for in the preparation of hypothetical performance results and all which can adversely affect trading results.

Testimonial Disclosure:
Testimonials appearing on www.strategyquant.com may not be representative of the experience of other clients or customers and is not a guarantee of future performance or success.