Research
Papers
My longer studies, with the full method, the data I used and the limits of each result. I also post each one to SSRN as a citable PDF.
- Engineering
How I autotrade and sleep at night
Letting software trade real money while you sleep is possible, but only once you trust the system, and that trust has to be earned.
- Method
Not all backtest frameworks are equal. Are you clear how yours works?
A backtest's headline return depends on how its trades were sized and how the tool calculates it. Before you trust one, yours or anyone else's, you need to know both.
- Method
Why your backtest and live trading disagree, and why they shouldn't
When the two disagree, one of them is wrong, and finding out which is the most useful test a systematic trader can run.