Comments on: Bliss Function: Quantify your Trading System Objective

By: Jez Liberty

Jez Liberty — Wed, 08 Sep 2010 20:20:21 +0000

Hi Cord – Fixed! Thanks for taking the time to let me know..

By: cordura21

cordura21 — Wed, 08 Sep 2010 19:54:10 +0000

hey Jez. I think that on the third paragraph “System B produces a greater CAGR” should be “System A…” Cheers, Cord

By: System Testing Metrics, GIGO, and Million Dollar Questions « CSS Analytics

System Testing Metrics, GIGO, and Million Dollar Questions « CSS Analytics — Tue, 26 Jan 2010 08:48:16 +0000

[...] Jez Liberty of Automated Trading Systems who is posting some very good work lately also highlights a very subtle concept: 1) the fact that there is no magic metric for measuring performance 2) traders are better off tailoring these metrics to their own personality and preference just like they would a trading system. http://www.automated-trading-system.com/bliss-function-quantify-trading-system-objective/ [...]