Using Trading Dynamics to Boost Strategy Performance

First Published in Automated Trader Magazine Issue 07 October 2007

In the first part of a two-part article, David Aronson, President of Hood River Research, introduces the concept of performance boosting strategies and explains the selection process for their predictor inputs.

David Aronson
David Aronson

The objective of performance boosting is to increase the alpha of the buy and sell signals issued by an existing trading model. This process is premised on the notion that if a model is completely objective1, it may be possible to predict the outcomes of its buy and sell signals to an economically

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