http://www.puppetmastertrading.com/blog/2008/04/04/the-character-of-a-winner/ Algorithmic trading experiences Wed, 28 Jul 2010 01:46:39 +0000 http://wordpress.org/?v=2.9.1 hourly 1 http://www.puppetmastertrading.com/blog/2008/04/04/the-character-of-a-winner/comment-page-1/#comment-577 Hack the market » distributions gone pear-shaped Thu, 05 Feb 2009 12:43:25 +0000 http://www.puppetmastertrading.com/blog-test/?p=52#comment-577 [...] distribution of returns a strategy will generate.  As I’ve discussed before (and here and here), it’s an easily quantifiable characterization of a strategy’s “underlying [...] [...] distribution of returns a strategy will generate.  As I’ve discussed before (and here and here), it’s an easily quantifiable characterization of a strategy’s “underlying [...]

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