Alpha of The Week (#78)
Alpha Preview:
Last week we talked Martingales:
This week, we will release our work titled: Russian Doll Testers. It is an updated backtester that allows us to test both individual strategies and combined strategies using the same interface, and builds upon discussions previously brought up in our work.
The following week, we will take a deeper dive into pure statistical models, on regression methods, analysis of models. The idea is to give a fairly technical and comprehensive review of statistical analysis. Then, we will go into nonparameteric statistics. These concepts WILL be difficult to many, but again - my job is to elevate your process. Period. These discussions will give us enough firepower to talk into more domain specific, statistical financial problems, and eventually practically apply them with code and analyse our trading systems, such as the use of bootstrapping methods and hypothesis tests. Gear up.
Alpha Report, Paid Readers: