Survivorship Bias

Discussions about the testing and simulation of mechanical trading systems using historical data and other methods. Trading Blox Customers should post Trading Blox specific questions in the Customer Support forum.
Post Reply
LeviF
Roundtable Knight
Roundtable Knight
Posts: 1436
Joined: Mon Dec 22, 2003 12:24 pm
Location: Des Moines, IA
Contact:
Contact LeviF

Survivorship Bias

Post by LeviF »

I have recently wondered if my forex testing could suffer from survivorship bias, especially when including some exotic/minor currencies such as MXN, ZAR, INR, NZD, HUF, etc. Has anyone else given consideration to this topic in the forex realm? I know in stocks its very important, futures, probably not so.
Top
Post Reply

Return to “Testing and Simulation”