Tag Archives: optimization

2013 Trader Edge Strategy Research

I don’t write about it often on Trader Edge, but most of my work the past year has been on option strategies.  As a rule, I do not trade strategies unless they demonstrate a significant advantage in back and forward … Continue reading

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Choosing the Optimal Strategy

When you backtest systematic, rule-based strategies and your theory finally identifies a proven market inefficiency, you will face an interesting problem: which profitable trading strategy should you choose.  Optimization tools test a number of strategies that are all based on … Continue reading

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Posted in Risk Management, Strategy Development, Technical Analysis | Tagged , , , , | 2 Comments