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Some Thoughts on Processing Power

Developing trading strategies, especially when developing strategies for portfolios, is a constant battle: you will quickly reach a point where your productivity and your imagination is limited by the processing power you have at hand.

Here are some parameters of a strategy for reference:

How to Avoid Coding a Ghost Trader

In many cases past trading performance is an important indicator. If we are constantly trading a single instrument, this is easily derived by looking at the equity curve. However, this is no longer true, if we either

  • start and stop trading, e.g. after losing/ winning a number of trades in a row, or
© Felix Bertram 2002-2015. Last update September 2016.