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Scientific notes of the Russian academy of entrepreneurship

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Methods for evaluating the effectiveness of trading strategies

Abstract

This article will help you understand and prevent mistakes that traders in the evaluation of the effectiveness of trading strategies. The paper discusses both methods of assessing the effectiveness of trading strategies and the determination of their type and quantity of its history to the test.

About the Author

E. A. Skryabin
Plekhanov Russian University of Economics
Russian Federation


References

1. Michael H.M. Successful Algorithmic Trading, 2013. - P. 16-18.

2. https://www.adobe.com/ru/products/photoshop.html.


Review

For citations:


Skryabin E.A. Methods for evaluating the effectiveness of trading strategies. Scientific notes of the Russian academy of entrepreneurship. 2016;(46):202-208. (In Russ.)

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This work is licensed under a Creative Commons Attribution 4.0 License.


ISSN 2073-6258 (Print)