Eric Crittenden - All-Weather Portfolios with Trend Following (S3E7)
Flirting with Models
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The Most Unique Way to Stress Test Futures Trading Systems
i'm not sure it's the best way, but the most unique way that i haven't seen other people do is to change the currency denomination of the futures contracts. If you re denominate your features contracts into something obscure, like the turkish illyra or the south african rand, you're basically going to be introducing a completely different path travelled. But everything else is held static. The risk premiums are there, the trends are there, but you've changed the denominator, right? So if you re run your system from the perspective of an investor who has ferent currency, and you get terrible results, that probably means that your system was highly curved, fit to
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