[Blotter-commits] r1650 - pkg/quantstrat/sandbox/backtest_musings

[noreply at r-forge.r-project.org]

Author: braverock
Date: 2014-11-19 14:59:37 +0100 (Wed, 19 Nov 2014)
New Revision: 1650

Modified:
   pkg/quantstrat/sandbox/backtest_musings/gd_pres_backtest.pdf
   pkg/quantstrat/sandbox/backtest_musings/stat_process.bib
   pkg/quantstrat/sandbox/backtest_musings/strat_dev_process.Rmd
   pkg/quantstrat/sandbox/backtest_musings/strat_dev_process.pdf
Log:
- Global Derivatives final presentation 

Modified: pkg/quantstrat/sandbox/backtest_musings/gd_pres_backtest.pdf
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Modified: pkg/quantstrat/sandbox/backtest_musings/stat_process.bib
===================================================================
--- pkg/quantstrat/sandbox/backtest_musings/stat_process.bib	2014-11-19 12:14:26 UTC (rev 1649)
+++ pkg/quantstrat/sandbox/backtest_musings/stat_process.bib	2014-11-19 13:59:37 UTC (rev 1650)
@@ -138,6 +138,14 @@
   year={2013}
 }
 
+ at book{Horowitz2014,
+  title={The Hard Thing about Hard Things},
+  subtitle={Building a Business when There are No Easy Answers},
+  author={Horowitz, Ben},
+  year={2014},
+  publisher={HarperCollins}
+}
+
 @book{Kestner2003,
   title={Quantitative trading strategies: {H}arnessing the power of quantitative techniques to create a winning trading program},
   author={Kestner, Lars},

Modified: pkg/quantstrat/sandbox/backtest_musings/strat_dev_process.Rmd
===================================================================
--- pkg/quantstrat/sandbox/backtest_musings/strat_dev_process.Rmd	2014-11-19 12:14:26 UTC (rev 1649)
+++ pkg/quantstrat/sandbox/backtest_musings/strat_dev_process.Rmd	2014-11-19 13:59:37 UTC (rev 1650)
@@ -147,7 +147,7 @@
 *SharpeRatio*'s, *FactorAnalytics*, and more are well 
 represented in **R**.  
 
-## Choosing an Objective {#objectives}
+## Choosing an Objective {#objectives} ^[*When measuring results against objectives, start by making sure the objectives are correct.* - Ben @Horowitz2014]
 
 In strategy creation, it is very dangerous to start without a clear
 objective.  

Modified: pkg/quantstrat/sandbox/backtest_musings/strat_dev_process.pdf
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