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Congratulations on reaching one of the most critical milestones in algorithmic trading: successfully validating a strategy through out-of-sample testing, Monte Carlo simulations, and Walk-Forward Matrix analysis. This is where most give up—but not you. The next step, however, is crucial: demo or micro-lot live trading to test real-world execution, platform stability, and your psychological readiness.…
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Creating a strategy that shines in historical backtests is easy—making one that thrives in live markets is the real challenge. Chapter 5 is the crucible where theoretical profits meet reality. We dive into seven robustness tests, including second and third Out-of-Sample validations, slippage stress tests, and multiple Monte Carlo simulations. Each test peels back another…
