Constrained by capital or why rounding down is bad for you

Imagine this, you have backtested a strategy adhering to all the "general rules": you did proper in/out of sample testing, you have stable parameters (if the strategy has any), you didn't overfit, you account for transaction costs and slippage, everything seems good and you are ready to deploy your strategy and earn you some money. … Continue reading Constrained by capital or why rounding down is bad for you

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