Episode #57: Marsten Parker- "Unknown Market Wizard" on Systematic Trading
Confessions Of A Market Maker
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How to Back Test a Strategy for Profitability
Marcin: How do you know with that example size is sufficient for a certain strategy? Marcin: There's no way to really know, but it's kind of a feel thing. I tend to want to see maybe about a thousand trades in the back test. He says some strategies have low win rates, but obviously the profit factor,. et cetera, is really high.
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