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Algotrading - strategies

Measuring the value-added of algorithmic trading strategies Ralph Sueppel

http://www.sr-sv.com/measuring-value-added-of-algorithmic-trading-strategies/
Machine learning models predicting returns: why most popular performance metrics are misleading and proposal for an efficient metric

thesis Applied Value and Momentum Trading

thesis Revisiting Equity Strategies with Financial Machine Learning Luca Schneider

https://www.bloomberg.com/company/press/bloomberg-tradebooks-strategy-analyzer-in-trade-tool-helps-traders-improve-decisions-and-control-over-automated-execution-strategies/

Child pages

Trading - considerations