ARTICLE SYNOPSIS...Are you using an objective, unbiased, and globally applicable method to evaluate the performance of your algorithmic trading signals? If not, then this article may be your cup of tea.
ARTICLE SYNOPSIS...A professional trader and systems developer, Kevin J. Davey has been developing, analyzing, testing, and creating trading strategies for over 25 years in every futures market from the emini S&P to crude oil to corn to cocoa. He is the author of Building
ARTICLE SYNOPSIS...It's not uncommon for markets to trend based on seasonal patterns. So when your system doesn't seem to be giving you the returns you were hoping for, it may help to turn to seasonality analysis to try and optimize your trading system