The link is broken.
I'm not. I don't think that the concept of backtesting that I know can help me find a profitable strategy. Maybe I'm just ignorant.
https://www.thoughtco.com/appeal-to-age-fallacy-250345#:~:text=Explanation%20of%20the%20Appeal%20to%20Age%20Fallacy&text=The%20Latin%20for%20Appeal...
I agree with you that you can get more confident in your mechanics, but I still think that for this you are better or paper trading or trading...
As long as you guess the right distribution, right? It is a lot easier in a coin toss you only have 1 variable and two results. In the markets,...
For a skeptic, this sounds like utopian self-help book advertising. Progress and limits are very subjective matters, can be deceiving, and can...
And when you lose?
"deterministic process in the statistical way" Is this an oxymoron?. I think that when you use statistics you're accepting your ignorance about...
Thanks to you all for participating, even in disagreement we can learn from each other.:thumbsup:
I think it can tell you what would not have worked but no more than that.
That's my point you can't know that it will make money doing backtesting, you are testing on only one version of the history. I agree that...
How can I make a robustness test? Do you have a methodology?
How can you be sure that backtesting can save a lot of time and capital? Can you make a control experiment? How?
A trading strategy.
How can you prove that the hedge funds made money using backtesting?
In the book Fooled by Randomness, Nassim talks that the history that unfolds is just one of the multiple possible ones, this makes backtesting...
Naked?
Maybe you just can add it to your strategy. You keep trading as you know/like and you add a couple of lottery tickets to your portfolio, they only...
Can you give me an example?
Like selling an Iron Condor with the long options on the 2-3SD?
Separate names with a comma.