Warehousing Data For Better Trading Systems by Joseph M. Fisher, M.D.,Ph.D.
ARTICLE SYNOPSIS ...Warehousing Data For Better Trading Systems
by Joseph M. Fisher, M.D., Ph.D.
Technically based trading systems are generally
back-tested with tens to hundreds of entry signals. Here's a method to develop robust trading systems using more than 2.5 million signals by applying data warehousing technology.
In today's markets, the development and implementation of robust trading strategies is no
simple task. One way to do this is to develop a set of trading rules and then backtest them on a small number of stocks (less than 50), in the expectation that the system will perform similarly with the ...