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- Tue Apr 28, 2015 8:54 am
- Forum: Testing and Simulation
- Topic: Percent Profit Factor
- Replies: 4
- Views: 3963
Hi. What are the inherent flaws in using Percent Profit Factor to filter markets selection when creating my portfolio? I understand using past data no guide to future profit contribution etc but given that's the premise for testing all parameters using optimization anyway, Percent Profit Factor seem...