Trading Systems
Trading systems are unforgiving: wrong metric selection, unchecked backtest bias, or a missing circuit-breaker can compound losses invisibly. These articles are about building algo systems that survive contact with live markets.
Can You Fix a Martingale? 15-Year Quantitative Analysis of AUD/CAD Grid Trading
A classical martingale guarantees ruin. Can four surgical modifications change that? Complete quantitative decomposition of a 4-stage AUD/CAD grid system: Hurst 0.43, Grid Reset circuit-breaker, 83–94% survival over 15 years — with interactive charts.
Why Backtests Mislead: CAGR, Expectancy, Omega Ratio, and SQN
Win rate misleads. Sharpe rewards bad patterns. Arithmetic return overstates real gains. The 4 metrics production algo trading uses instead — with live calculators.