While 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 […]
Entries Tagged as 'performance'
Moving Median: a better indicator than Moving Average?
January 14th, 2010 · 15 Comments · Futures, Strategies
Tags: average·comparison·crossover·median·performance·robust·Trend Following
Amibroker V. TradersStudio: Speed comparison Fight
November 10th, 2009 · 4 Comments · Backtest, Software
It might not capture the imagination as much as the recent Haye v. Valuev WBA World Heavyweight Championship fight (it probably might for some of you… ;-) but I decided to organise my own “fight”: AmiBroker V. TradersStudio! And similarly to the boxing, speed was of the essence – with one platform completely out-performing the […]
Tags: afl·amibroker·CSI·e-ratio·optimisation·performance·screenshots·tradersstudio