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Stocks & Commodities V. 41:03 (56, 41): Algo Q&A by Kevin J. Davey
Stocks & Commodities V. 41:03 (56, 41): Algo Q&A by Kevin J. Davey
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Algo Q&A by Kevin J. Davey
HAVING YOUR CAKE
I just developed an algo I really like. I was a little concerned with performance, so I decided to filter for day of week. I found that if I excluded trading on Fridays my net profit increased by 13%. Should I switch to this new no trading on Friday version?
If I understand your situation well, you have an algo strategy with back-test performance that is not quite what youd like ...
HAVING YOUR CAKE
I just developed an algo I really like. I was a little concerned with performance, so I decided to filter for day of week. I found that if I excluded trading on Fridays my net profit increased by 13%. Should I switch to this new no trading on Friday version?
If I understand your situation well, you have an algo strategy with back-test performance that is not quite what youd like ...
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