Todos os livros

Profissional

Apps Sobre Coach Entrar Começar a ler

Quantitative Finance · Glossário

O que é Strategy lifecycle?

Definition 28.3 Market Making and High-Frequency Trading · Capítulo 28 — P&L Analytics and the Strategy Lifecycle

The strategy lifecycle is the sequence a trading strategy goes through, from research, review and a staged launch, through monitored production and changes run as experiments, to reduction and retirement when its measured edge no longer covers its costs, each stage with its criteria written in advance.

Ler no capítulo →