A restart rule states when and at what size a stopped strategy may trade again: after a fixed period, after its paper P&L recovers, or after a review of its thesis finds it intact.
Quantitative Finance · Glossaire
Quantitative Finance · Glossaire
A restart rule states when and at what size a stopped strategy may trade again: after a fixed period, after its paper P&L recovers, or after a review of its thesis finds it intact.