How To Build Your Column Library
By Dave Mabe
On this week's episode of Line Your Own Pockets, Michael and I discuss how to think about improving your column library over time.
We discuss:
How your column library is like a shared software library: build once, reuse everywhere
Continuous variables are better than binary variables (e.g. Above/below a moving average)
The MACDV case study - MACD normalized by ATR
How intra-trade columns allow testing multiple concepts with a single backtest
And much more...
-Dave
P.S. Do you wish you had a column library that would tell YOU how to make your strategy profitable? My column library is now included with MabeKit