Trading Systems Robustness & Market Structure
It is commonly agreed that the measures of a robust trading system are:
1. Common sense and valid underlying logic.
2. Identical parameters, rules for all markets
3. Consistent profitable performance across multiple markets in multiple market complexes
4. Simple rules
However, I wonder in addition to the above, what role “Market Structureâ€
Trading Systems Robustness & Market Structure
-
- Roundtable Fellow
- Posts: 60
- Joined: Sat Feb 07, 2004 10:34 am
- Location: Washington DC