What’s Your Most Frustrating Backtesting Problem?
If you could wave a magic wand and solve your most frustrating problem with backtesting, what would it…
Interview with Marsten Parker
On this week’s episode of Line Your Own Pockets, we spoke with market wizard and long-time systematic trader…
Notification Nirvana
When you write code to execute trades, it’s important to have a good framework for sending notifications. If…
Charting Software Roundup
What charting software should you use? How many monitors do you need? When should you add an indicator…
The Wrong Way to Backtest
If you spend a lot of time waiting for a backtest to complete, you’re doing it wrong. Imagine…
Choosing Backtesting Software
There are many choices in the market for backtesting software. In this episode of Line Your Own Pockets,…
Risk of Ruin
If drinking coffee in the morning doesn’t wake you up, try shorting PGHL yesterday. Halted most of the…
Using Regime Filters in a Strategy
What is a “Regime Filter” and is it a good idea to use in a strategy? Michael and…
“Expert” Opinions
I was at the Laguardia airport during the recent construction project. Walking towards my gate, I looked up…
Removing The Worst Trades from a System
One of the most common and quickest ways to improve a trading system is to remove the worst…