How Can You Tell If An Automated Trading Strategy Will Perform Well Over Time?
How To Test For Robustness
We receive many types of questions. Most are variations on the same theme — ‘how do I know if your strategies will perform the same or better in the future?’
This is basically what one of our readers asked us recently. Here’s the question:
Came across ATS and it's great to see others on the same quest (Godspeed, and great work). Curious: what robustness …