Every trader has a story... one of ups and downs, swings and roundabouts, and more.
This eBook deconstructs some of the most common problems encountered by algorithmic traders during strategy development.
Key issues demystified for the reader include:
- Why some backtests fail in live trading
- How to identify overfit strategies
- Important considerations for backtesting
- How to measure performance correctly
- Why the Sharpe Ratio is over-rated
- Why a safe, stable VaR is crucial to survive