Systematic testing of systematic trading strategies
Systematic testing of systematic trading strategies is a scholarly work, published in 2018 in ''Journal of Investment Strategies''. The main subjects of the publication include statistical test, data science, systematic review, econometrics, stock order, data mining, investment, spurious relationship, operations research, measurement error, actuarial science, market forecast, trading strategy, and computer science. The study reviews the various statistical methodologies that are in place to test multiple systematic trading strategies and implements these methodologies under simulation with known artificial trading rules in order to critically compare and evaluate them.