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
1996Walk-forward evaluation of gold-index bond-fund rules1996Rebuild the equity-path ratio before it ranks a designed system1996Parameter grids can fit random walks1997Rule-based intraday system design with genetic search1997When a holdout fails, discard the rule set1997Evolving three-rule systems with genetic templates1997Audit the holdout and the exposure before the fitted entries1997Walk-forward windows as a diagnostic of parameter instability1997Walk-forward tests after system optimization1997Walk-forward rules keep system research from rewriting live trades1997A two-gate held-out test of hand-labeled pullback nets1998Monthly changer rules specified as one mechanical procedure