Tag Archives: backtesting

Beware Of These Posts In Social Media

These frequent posts in social media involving backtest results reflect a growing problem that is more serious than it appears and it makes it economically difficult for genuine services to survive in this game.

Posted in Quantitative trading | Tagged , , | Leave a comment

Variations In Results From Different Backtesting Platforms

Variations in the results generated by different backtesting platforms are common. In this article, I compare year-to-date backtesting results from Amibroker and Quantopian for a robust strategy that was machine designed by Price Action Lab software a few years ago. … Continue reading

Posted in Trading Strategies | Tagged , , , , | Leave a comment

Market Timers And Gambling

Arguments in favor of market timing usually rest on the existence of the momentum premium anomaly and empirical analysis that shows it can be captured with relatively simple strategies, such as moving averages and price rate of change. However, these … Continue reading

Posted in Trend following | Tagged , , , | Leave a comment

Market Overanalysis Is Detrimental To Success

The more discretionary and quant traders try to analyze market price action, the higher the chances of failure. This may sound counter-intuitive because it contradicts the common belief that the more one tries to achieve a goal, the higher the … Continue reading

Posted in Quantitative trading | Tagged , , , , | Leave a comment

What Is A Quant Trader?

Quant trading is in fashion nowadays. This article may help you in separating the wheat from the chaff.

Posted in Quantitative trading | Tagged , , , , , , | Leave a comment

Long-Term Backtests Can Be Misleading

Authors of popular books and blog articles often present long backtests of certain strategies that exhibit superb risk-adjusted performance. It is important to realize that it is highly possible that these superb results are due to market conditions that may … Continue reading

Posted in Asset Allocation, Trading Strategies, Trend following | Tagged , , , , | 3 Comments