185: How to avoid creating trading strategies that degrade quickly - Timothy Masters
Better System Trader
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Permutation Tests - Are There Any Other Techniques That You Need to Know?
The common thread that runs through all of these tests is you want the results that you get with your original un-commuted data to be superior. So besides the permutation or the Monte Carlo permutation tests, are there any other techniques or statistical methods that strategy developers need to know and need to be able to apply? There are a few, the bootstrap can be useful sometimes but I hardly ever use it. One thing that I always, always, always recommend is if you're optimizing parameters, which you almost always are.
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