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Home > Better System Trader > 114: How to quickly identify when an edge has gone
Podcast: Better System Trader
Episode:

114: How to quickly identify when an edge has gone
Category: Business
Duration: 00:07:10
Publish Date: 2017-08-18 00:56:09
Description:

Last week we reviewed a technique Kevin Davey shared to measure the effectiveness of entries and exits using something he calls ‘the monkey test’.

This week we’re going to look at entries and exits from a slightly different angle:

  • How can we measure a trading edge after we’ve entered a trade,
  • Is it possible to identify when that edge has disappeared so we can consider exiting the trade rather than overstaying our welcome?

In this episode we’re going to review a technique that Dave Bergstrom uses to measure the decay of a trading edge.

We pick up the conversation talking about validating trading strategies for robustness, take a listen!
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