Possible Duplicate: How much data is needed to validate a short-horizon trading strategy? Suppose I have daily returns for a trading strategy against one month of data. Before starting ...
In reference to this paper: Can risk aversion indicators anticipate ﬁnancial crises? and the investable UBS Risk Adjusted Dynamic Alpha Strategy: ...
What do you think of strategies displayed on timelyportfolio.blogspot.com? I really like the fact that there is some code to reproduce the strategies, but they seem very elementary because he does ...