Systematic Trading research and development, with a flavour of Trend Following
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Entries Tagged as 'Michael Clarke'

The Cheetah and the Cockroach: a robust story

December 4th, 2009 · 8 Comments · Backtest, Strategies

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 […]

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