optimisation

Randomised signal length is a technique used as part of the robustness testing of a trading strategy. The goal of randomised signal length is to test the robustness of...

Forward testing is a method of evaluating the performance of a trading strategy by applying it to real-time market data and observing how it performs in real-time, on...

Noise and stress testing are important techniques for making a trading strategy more robust. Noise testing simulates random market fluctuations, such as those that...

Transaction cost and slippage analysis are important aspects of evaluating the performance of a trading strategy. Transaction costs refer to the fees and expenses...

What is in and out of sample testing? In-sample testing and out-of-sample testing are two methods used to evaluate the performance of a trading strategy. In-sample...

An overfitted trading strategy is a model that has been trained on a specific dataset and has learned the noise in that dataset, rather than the underlying trend. This...

Optimisation of a trading strategy is the process of adjusting the parameters of a strategy to achieve the best performance. Why should you optimise a strategy? ...

Frame Funds Management's Hue Frame explains quantitative investing and how it can work in investment strategies.