Stocks & Commodities V. 39:10 (8–12, 18): When Backtests Meet Reality Part 2 by Johann Christian Lotter
Product Description
When Backtests Meet Reality Part 2 by Johann Christian Lotter
Being able to predict with some accuracy the live trading behavior of a trading strategy is important to your bottom line. Last time in part 1, we looked at some important facets and components of backtesting a trading strategy before you take it live. Here in part 2, we continue by presenting an objective method of evaluating your strategy in live trading so you can determine when you may need to correct course.
Imagine: You have developed a new trading strategy. It passed all tests with flying colors, including the “reality check” described in part 1 of this article. You did everything right and have all reason to assume ...
Being able to predict with some accuracy the live trading behavior of a trading strategy is important to your bottom line. Last time in part 1, we looked at some important facets and components of backtesting a trading strategy before you take it live. Here in part 2, we continue by presenting an objective method of evaluating your strategy in live trading so you can determine when you may need to correct course.
Imagine: You have developed a new trading strategy. It passed all tests with flying colors, including the “reality check” described in part 1 of this article. You did everything right and have all reason to assume ...
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