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Reducing Position Sizing During Drawdowns
Managing risk is paramount in live trading, especially when your equity curve enters a drawdown phase. One of the...
November 25, 20240 -
Skewness in Trading Strategy PnL Distributions
In trading, analyzing the distribution of profit and loss (PnL) can offer valuable insights into the performance characteristics and...
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Reward: Risk vs. Accuracy in Trading Strategies
In the world of trading and investing, two crucial metrics that determine the effectiveness and profitability of a trading...
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Mitigating Data Snooping with the Bonferroni Correction
Mitigating Data Snooping in Algorithmic Trading: A Guide to Out-of-Sample Testing with Bonferroni Correction Data snooping, the inadvertent discovery...
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Data Snooping Pitfalls in Algorithmic Trading
Unraveling the Pitfalls of Data Snooping in Algorithmic Trading Strategy Selection Algorithmic trading has revolutionized financial markets, allowing traders...
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Simultaneous vs. Separate Long / Short Strategy Optimization
Simultaneous Optimization When you optimize a trading strategy for long and short positions simultaneously, you’re trying to find a...
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The Group of Ten (G10) currency pairs
The G10 currency pairs, also known as the Group of Ten currency pairs, refer to a group of major...
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The impact of NFP reports on forex markets
What is NFP (non-farm payroll) report? The non-farm payroll (NFP) report is a key economic indicator released by the...
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The impact of AI in financial markets
The financial markets are constantly evolving, and the integration of artificial intelligence (AI) is the latest development set to...
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Is the Efficient Market Hypothesis flawed?
The Efficient Market Hypothesis (EMH) is a theory in financial economics that states that financial markets are “informationally efficient,”...