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Archives for March 18, 2010

Designing a trading methodology – Part 7 Degrees of freedom and optimisation

In this week’s posting I would like to explore in more detail the concepts of degrees of freedom and optimisation and the impact these two variables can have on the development and outcomes of a trading system. Degrees of freedom in a trading system relates to the number of criteria that are used to filter…

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Filed Under: System Design

Filed Under: System Design

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