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023: David Bush – The Transition From Discretionary to Quantitative Trading & How to Optimise Your Strategy

Chat With Traders

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Is a Strategy Robust?

A good stem or strategy is one that is robust. So how do you actually determine whether or not a strategy is robust? I would say that statistical significance is, is really the test that that it must pass a high information ratio. There there have to be mostly degrees of freedom. There cannot be too many rules. A robust system will be stically significant at a very high confidence in a interval.

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