The Most Important Performance Measure of Trading Strategies [Premium Articles]

Shortly after my post on Kelly maximization I received a number of emails from traders who are developing systems but are, understandably so in my opinion, a bit confused about which performance criterion or criteria to use when evaluating them. I understand why those traders are confused, or to be more exact, what or who has confused them and why.

For access to premium content, you must be a subscriber. Please login if you are already a subscriber or subscribe to continue reading...

This entry was posted in Strategy Synthesis, Trading Strategies and tagged , , , , , , . Bookmark the permalink.