Methodology
We elaborate strategies starting from fundamental and technical analysis research in a continuous improvement process, avoiding super-optimization traps.
You can find here some of our best high liquidity strategies.
We use professional data providers and an outsourced shared simulation server certified by Investorside Research Association. Thanks to professional data, software and hardware we have already explored dozens of strategies and hundreds of variants performing thousands of simulations.
Simulations include commissions with the approximate rate we pay at Interactive Brokers. We have no interest to promote a particular broker. Surveys available on the internet can help you find the best for you.
The mostly used period of simulation is from January 2002 to January 2012. These 10 years cover very different market conditions: among them 2 years of crash (2002 and 2008), 2 very good years (2003 and 2009) and 2 very volatile years (2007 and 2011). We select only strategies with a good behaviour every year and that have the best statistical indicators for performance and risk.
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2012. All rights reserved.
