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Information Resources Management Association
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Forecasting Trading Rule Performance Using Simulation

Forecasting Trading Rule Performance Using Simulation
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Author(s): Paul Lajbcygier (Monash University, Australia)
Copyright: 2007
Pages: 4
Source title: Managing Worldwide Operations and Communications with Information Technology
Source Editor(s): Mehdi Khosrow-Pour, D.B.A. (Information Resources Management Association, USA)
DOI: 10.4018/978-1-59904-929-8.ch231
ISBN13: 9781599049298
EISBN13: 9781466665378


We create a generic trading rule and simulate its performance characteristics. By understanding that a specific trading rule which belongs to this generic rule shares the same performance characteristics in the long run, we can decide if the trading rule will achieve our trading goals and therefore if it should be included in our trading system.

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