November 2019
Beginner
394 pages
10h 31m
English
In the previous section, we discussed the factors that causes profitable trading strategies to die, which include because the predictive power of trading signals died out over time, either due to lack of parameter optimizations, discovery by other market participants, violations of underlying assumptions, or seasonal trends. Before we explore optimizing trading signals and what that pipeline looks like, one component that is an important part of any quantitative research platform is called the trading signals dictionary/database. This component is a large database containing statistics of different trading signals and different trading signal parameter sets over years of data.
The statistics ...