Tag: backtesting

18 posts tagged backtesting, newest first.

18 posts · page 2 of 3

Shannon’s Demon, rebalancing and live trading shenanigans

By Markus · October 15, 2024 · 8 min

Claude Shannon was an American mathematician, cryptographer, engineer and computer scientist who lived in the 20th century and died in 2001 aged 84…

By Markus · April 12, 2024 · 6 min

The past is not a good guide to make predictions about the future because the future will be different. One should take as little as possible but as…

By Markus · June 14, 2022 · 2 min

In a casino you want to be the house not the gambler. Think of the house edge. The more people come to play, the more a casino can take advantage of…

By Markus · December 14, 2021 · 5 min

Earlier this year I posted a simple strategy on how to beat the S&P 500 index with market timing . I had done the backtest on 21 years of data in…

By Markus · December 1, 2021 · 3 min

In 2019, my trading started to turn more into quantitative style. First, I backtested ideas manually with charts and spreadsheets, then switched to…

By Markus · August 12, 2021 · 5 min

Kevin Davey is a professional systematic trader with over 25 years of experience. He has achieved triple-digit annual returns in three World Cup of…