Monte Carlo retest methods

    StrategyQuant > Advanced functionality > Cross checks - robustness tests and analysis

    Monte Carlo retest methods

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    This is another type of Monte Carlo simulations, in this case it simulates random changes in properties that require the …

    Retest on additional markets

    StrategyQuant > Advanced functionality > Cross checks - robustness tests and analysis

    Retest on additional markets

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    This test for robustness is quite though – it means testing the same strategy on different markets – it means …

    Monte Carlo trades manipulation

    StrategyQuant > Advanced functionality > Cross checks - robustness tests and analysis

    Monte Carlo trades manipulation

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    This cross check run simulations where in each simulation it manipulates the existing trades – shuffles them, misses some and …

    Retest with higher precision

    StrategyQuant > Advanced functionality > Cross checks - robustness tests and analysis

    Retest with higher precision

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    This test is simple – it backtests the strategy again on the same data, but with higher precision. It is …

    Use Cross checks build in Builder and Retester

    StrategyQuant > Advanced functionality > Cross checks - robustness tests and analysis

    Use Cross checks build in Builder and Retester

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    StrategyQuant X allows you to use cross checks (robustness tests) during the strategy build, or when retesting the strategies. There …

    Cross checks – robustness tests and analysis

    StrategyQuant > Advanced functionality > Cross checks - robustness tests and analysis

    Cross checks – robustness tests and analysis

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    Cross checks – robustness tests and analysis Overfitting or curve-fitting strategy to the historical data on which it was build …

    Optimization Profile and System Parameter Permutation in StrategyQuant

    StrategyQuant > Advanced functionality > Cross checks - robustness tests and analysis

    Optimization Profile and System Parameter Permutation in StrategyQuant

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    This article will be about two important new features that were added to StrategyQuant X Build 114. They are related …

    Walk-Forward Matrix

    StrategyQuant > Advanced functionality > Cross checks - robustness tests and analysis

    Walk-Forward Matrix

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    Walk-Forward Matrix is a powerful, unique feature in StrategyQuant platform. It can help you with two things: Verify strategy robustness …

    Walk-Forward Optimization

    StrategyQuant > Advanced functionality > Cross checks - robustness tests and analysis

    Walk-Forward Optimization

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    What is optimization? The idea behind an optimization is simple. First you have to have a trading system – for …