"Trading is statistics and time series analysis." This blog details my progress in developing a systematic trading system for use on the futures and forex markets, with discussion of the various indicators and other inputs used in the creation of the system. Also discussed are some of the issues/problems encountered during this development process. Within the blog posts there are links to other web pages that are/have been useful to me.
Thursday 3 January 2013
The Coin Toss Experiment
" 'The coin toss experiment' provides
an indication that when one comes across a process that generates many
system alternatives with many equity curves, some acceptable and some
unacceptable, one may get fooled by randomness. Minimizing data-mining
and selection bias is a very involved process for the most part outside
the capabilities of the average user of such processes," taken from a recent addition to the blogroll. Interesting!
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