Analyzing Trading Strategy Performance Over Time

🚀 Master Quantitative Skills with Quant Guild: https://quantguild.com Join the Quant Guild Discord server here: https://discord.com/invite/MJ4FU2c6c3 I hope you enjoyed this lecture, please feel free to leave a comment or reach out to me with any questions. Note: The mean-reverting process is a good example of what you may face when plotting the probabilities over time if severely negative drift is an indication to one that simply "taking the opposite position" or "negating the strategy" is a viable option. In reality, this often makes no economic sense. Video's Jupyter Notebook: https://github.com/romanmichaelpaolucci/When-To-Stop-Trading-Profitable-Strategies Articles and code walkthroughs can be found on our blog https://medium.com/quant-guild https://romanmichaelpaolucci.medium.com/ For more free tutorials and references see our GitHub https://github.com/RomanMichaelPaolucci https://github.com/Quant-Guild