Evaluating Trading Systems with Statistics by J. Katz, Ph.D.
ARTICLE SYNOPSIS...Here, in part 1 of two, these Contributing Writers explain the steps necessary to evaluate trading system behavior with the use of statistics.
by Jeffrey Owen Katz, Ph.D., and Donna L. McCormick
Most systems I have seen are simply optimized by being te
AUTHOR: J. Katz, Ph.D.DATE: JUL 1997