Premium Market Analysis, Trader Education, Software, and Trading Strategies

Trader education, Trading Strategies

Fooled by Multiple Comparisons When Developing Systems For Single Securities or Portfolios

The idea that systems developed on historical data of a portfolio of securities have better chance of being non-random as compared to systems that are developed for a single security is based on the assumption that the size of the rule set used in the data-mining process is minimal . . .