Backtesting

I was at the Laguardia airport during the recent construction project. Walking towards my gate, I looked up…

One of my favorite quotes: “If you torture the data long enough, it will confess to anything.” –…

Thomas Edison failed 10,000 times before he invented a light bulb that would work. How many times have…

A quant trader came to me recently with an issue. He was backtesting and optimizing his strategy using…

What would need to be true for you to trade big enough to use ALL your buying power?…

My wife, Joan (who’s well-known enough to have a Wikipedia page), is re-reading some of her favorite fiction…

Time and time again I see traders give up on a perfectly good trading strategy too soon because…

Here’s my favorite image from my free email course on Backtesting: It’s to reinforce the fact that most…

(Note: this post is adapted from the Trading Success Roadmap.) “What metric should I look at to determine…

When I first started backtesting, I set out to improve upon a strategy I was already trading manually.…