Science Traders Blog
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A series of notes related to trading of systems offered by 3rd party vendors. Please read the disclaimer at the bottom of this page. Saturday, November 24, 2007. Ive waited 2 weeks for your reactions and was happy to receive many, either by e-mail or as a comment here on this site. This is a short summary of those reactions. Systems are likely over-optimized and lack adaptability to different market conditions. More criteria than just the Sharpe ratio are needed to select a system. Third, I agree that .CONTENT
This web page scitra.blogspot.com states the following, "A series of notes related to trading of systems offered by 3rd party vendors." We saw that the webpage said " Please read the disclaimer at the bottom of this page." It also said " Saturday, November 24, 2007. Ive waited 2 weeks for your reactions and was happy to receive many, either by e-mail or as a comment here on this site. This is a short summary of those reactions. Systems are likely over-optimized and lack adaptability to different market conditions. More criteria than just the Sharpe ratio are needed to select a system. Third, I agree that ."SEEK SIMILAR DOMAINS
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