Research topic203 readings
System design
System design within trading-systems.
FieldTrading systems1086 readingsThe registry
Entries in this field
The archive203 readings
Readings on this topic
1984Evaluating mechanical systems beyond net profit1986Degrees of freedom in trading system optimization1987Mechanical systems need more than pretty charts1987Volatility-layered mechanical system with fixed contracts1987Evaluating a black-box pyramiding routine with adverse excursion1988Walk-forward and neighborhood tests after optimization1988Simple systems over optimized complexity1988Pessimistic margin ranking for mechanical systems1988Undisclosed rules block system robustness tests1988Isolate nested formulas before judging signals1988Two-sided optimization for volatility-scaled breakout rules1988Testing re-optimization calendars against random parameter controls