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
2010Evaluating euro-gold intraday lead-lag rules2010Evaluating mechanical index timing under drawdown limits2011Specify mechanical system signals as one testable procedure2011A style-neutral expectancy filter for system evaluation2011Session-split evaluation of regular and overnight systems2011Walk-forward reoptimization as a system design gate2011How to turn an FDA-calendar sample into a testable bio-runup procedure2011Evaluate generated systems on holdouts, then add stops2012Treat a packaged mechanical system as one inspectable procedure2012Walk-forward evaluation as operator rehearsal2012Walk-forward analysis and out-of-sample tests for a mechanical trading system2012Inactivity as a feature: a small-cap earnings overlay with a monthly average and weekly MACD