Anybody researching automated trading systems quickly comes to realise that robustness is very much a required aspect of any system. Robust systems are sturdy and able to withstand all that the markets can throw at them without collapsing in ruin. To explore this further, let’s study the animal world with the Cheetah and the Cockroach […]
Entries Tagged as 'Michael Clarke'
The Cheetah and the Cockroach: a robust story
December 4th, 2009 · 8 Comments · Backtest, Strategies
Tags: cheetah·cockroach·Michael Clarke·robust