Article Archive For Keyword: Altman PhD

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• Designing Trading Systems For The Stock Market by Roger Altman, Ph.D.

  ARTICLE SYNOPSIS...Designing Trading Systems For The Stock Market by Roger Altman, Ph.D. System designers are aware that the traditional methods used to select parameter values are prone to overfitting. What, then, can be done about it? Stocks & Commodities Roger Altman p

AUTHOR: Roger Altman, Ph.D.DATE: OCT 1993

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• Parameter Optimization by Roger Altman, Ph.D.

  ARTICLE SYNOPSIS...Parameter Optimization by Roger Altman, Ph.D. Optimizing the parameters of mechanical trading systems to improve performance is a common technique, but does such a procedure improve system profitability? Is there evidence that optimization will lead us

AUTHOR: Roger Altman, Ph.D.DATE: DEC 1990

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• Tactical Trading Revisited by Roger Altman, Ph.D.

  ARTICLE SYNOPSIS...Tactical Trading Revisited by Roger Altman, Ph.D. How would the Martingale trading technique work with a trading system that does not assume that the market is a random walk but instead relies on its own system parameters to determine stop-loss points,

AUTHOR: Roger Altman, Ph.D.DATE: SEP 1993