Читать книгу Quantitative Trading - Ernest P. Chan - Страница 23

Now, let's suppose that you have read about several potential strategies that fit your personal requirements. Presumably, someone else has done backtests on these strategies and reported that they have great historical returns. Before proceeding to devote your time to performing a comprehensive backtest on this strategy (not to mention devoting your capital to actually trading this strategy), there are a number of quick checks you can do to make sure you won't be wasting your time or money.