Forcing Optimization by Vincenzo Sciarretta
ARTICLE SYNOPSIS...Forcing
Optimization
by Vincenzo Sciarretta
Sooner or later, most system-oriented traders backtest a
mechanical system and get a positive result - and then
have it perform poorly in real-life situations. What gives?
Sooner or later, most system-orient
AUTHOR: Vincenzo SciarrettaDATE: FEB 2000