Evaluation of Systematic Trading Programs
Munenzon, Mikhail, Evaluation of Systematic Trading Programs (August 11, 2014). Available for download at SSRN: http://ssrn.com/abstract=2478676 “This paper is intended as a non-technical overview of the issues I found valuable in evaluation of systematic trading programs both as a systematic trader and as a large, institutional investor, having looked at numerous, diverse managers in this space …