Welcome to my online repository of research and insights on automated trading system developmentWhile searching for robustness, you might come across the term of robust statistical estimator: the median, for instance, is a robust measure of central tendency, while the mean (average) is not (the latter is much more sensitive to outliers).
Robustness in trading is a tough beast to tame and understand. The more “robust” the research and [...]
Entries Tagged as 'crossover'
Moving Median: a better indicator than Moving Average?
January 14th, 2010 · 7 Comments · Futures, Strategies
Tags: average·comparison·crossover·median·performance·robust·Trend Following
