How to Grow Your Column Library
Michael and I discuss how to think about improving your column library over time.
We discuss:
- How your column library is like a shared software library: build once, reuse everywhere
- Continuous variables are better than binary variables (e.g. Above/below a moving average)
- The MACDV case study - MACD normalized by ATR
- How intra-trade columns allow testing multiple concepts with a single backtest
And much more...
Here's a link to the previous episode mentioned: The Key to Backtesting - Your Library of Columns
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Before you go!
The next time you find yourself in a drawdown, I want you to stop what you're doing and head on over to betterbacktesting.com to sign up for my free backtesting email course.
I hope to see you there!
Before you go!
The next time you find yourself in a drawdown, I want you to stop what you're doing and head on over to betterbacktesting.com to sign up for my free backtesting email course.
I hope to see you there!
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