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Predicting algos that will be successful with the tail ratio

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Montreal, Qc, Canada
 
Trading Experience: Advanced
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Predicting algos that will be successful with the tail ratio

Nice article which describes how the tail ratio (and other criteria) can help assess the likelihood of future success of trading algos:
https://blog.quantopian.com/using-machine-learning-to-predict-out-of-sample-performance-of-trading-algorithms/

Has anyone ever heard of an add-on to NT7 that would allow to optimize algos based on the tail ratio ?


Last edited by Virtuose1; June 8th, 2017 at 09:08 PM.
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