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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…
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Chapter 4: Architecting Your Edge With data properly configured, you’re ready to step into the role of strategy architect. This phase uses StrategyQuant to generate an initial pool of potential trading strategies across selected markets and timeframes. Carefully defining your testing periods, execution engine, and logic building blocks ensures realistic simulation and accuracy. Use key…
