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Hi Bob
"... Did like the look of his system testing [not that swift in Excel
myself] and the 30-day return policy was clearly spelled out.
Still looking for the 1st brave soul to report in .."
The walk forward ideas are interesting. For a more complete look, you might
want to check out "Computerized Trading" edited by Mark Jurik. Chapter 8 by
Dr. Michael De La Maza has some really interesting ideas on "rolling
windows" walk forward testing. He also includes the complete Excel code for
the "Markowitz/Xu data mining correction formula".
Chapter 9 by David Stendahl discusses different kinds of equity curves,
including a rolling equity curve. I particularly like the "underwater equity
curve", which shows just how bad things can get.
Best regards
Walter
PS: "first brave soul" that sounds like code words to me.
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