Definitions There are many definitions of robustness but for clarity sake and in order to do some generalization by robustness here we assume the ability of a trading strategy to at least withstand and at best adapt to changes in the trading environment. And by trading environment we assume all factors that eventually affect the trading quality, and these factors can essentially be classified into three major important groups: infrastructure, liquidity and regulations. If put a bit simpler, robustness assessment Definitions There are many definitions of robustness but for clarity sake and in order to do some generalization by robustness here we assume the ability of a trading strategy to at least withstand and at best adapt to changes in the trading environment. And by trading environment we assume all factors that eventually affect the trading quality, and these factors can essentially be classified into three major important groups: infrastructure, liquidity and regulations. If put a bit simpler, robustness assessment
Definitions There are many definitions of robustness but for clarity sake and in order to do some generalization by robustness here we assume the ability of a trading strategy to at least withstand and at best adapt to changes in the trading environment. And by trading environment we assume all factors that eventually affect the trading quality, and these factors can essentially be classified into three major important groups: infrastructure, liquidity and regulations. If put a bit simpler, robustness assessment
Subscriber Only Content
This article is reserved for our subscribers.
Subscribe Now