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How to Grow Your Column Library

How to Grow Your Column Library

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Michael and I discuss how to think about improving your column library over time.

We discuss:

  • How your column library is like a shared software library: build once, reuse everywhere
  • Continuous variables are better than binary variables (e.g. Above/below a moving average)
  • The MACDV case study - MACD normalized by ATR
  • How intra-trade columns allow testing multiple concepts with a single backtest

And much more...


Here's a link to the previous episode mentioned: The Key to Backtesting - Your Library of Columns


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Before you go!

The next time you find yourself in a drawdown, I want you to stop what you're doing and head on over to betterbacktesting.com to sign up for my free backtesting email course.

I hope to see you there!

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