Trading Systems Robustness & Market Structure
Posted: Fri Jan 25, 2008 8:28 am
Trading Systems Robustness & Market Structure
It is commonly agreed that the measures of a robust trading system are:
1. Common sense and valid underlying logic.
2. Identical parameters, rules for all markets
3. Consistent profitable performance across multiple markets in multiple market complexes
4. Simple rules
However, I wonder in addition to the above, what role “Market Structureâ€
It is commonly agreed that the measures of a robust trading system are:
1. Common sense and valid underlying logic.
2. Identical parameters, rules for all markets
3. Consistent profitable performance across multiple markets in multiple market complexes
4. Simple rules
However, I wonder in addition to the above, what role “Market Structureâ€