Weekend Backtesting
November 6, 2006 by Trader Rich
I've been on vacation since last Thursday but couldn't muster up much motivation to do any trading related activity. I did automate the backtesting of a couple of strategies this weekend though that didn't require any intervention from me. I let them run straight for 2 days in hopes that I'd uncover something. After crunching through tons of data, I didn't stumble across anything of significance. Some of the strategies proved profitable over certain time periods but not consistently over a longer time span. I'm back to work tomorrow so I'll have to get back into the groove of things by then.
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