What’s the Story?
- Porter Capital Management (PCM) is the leading specialist in the area of testing trading strategies.
- Founded by a trader with over 15 yrs experience and an Assistant Professor with a PhD in Computational Finance.
- We’ve literally tested 100′s and 100′s of trading strategies.
- We use the best strategies to trade our own money. If you’re dealing in shares, CFDs and options, now you can too.
- These strategies will be offered via our website (which is currently getting built) within a 6 week period.
For now, simply visit this blog daily and you’ll receive the benefits of a boutique fund managers experience and research capabilities – for free – for now…
To be notified when a post is updated send an email to enquiries@portercapital.com.au
Enjoy.
Have your strategies been tested out of sample as well as in sample?
Hi David,
have a look under the tab “How We Develop Trading Systems”. Testing out of sample is a must.
Investment models must be robust and consistent. For this reason, data is sourced from a number of different markets over a number of different timeframes.
As a minimum, all PCM models have been tested in at least 3 different markets (US, UK, and Australia). All models have been tested in a variety of timeframes, covering ‘bear’ and ‘bull’ phases, differing economic environments, and markets experiencing high and subdued levels of volatility.
Addtioanlly, Bruce has written an ebook on Developing Trading Systems, if you are interested let me know.
Regards,
Tony