Trade Like A Machine - Articles

17 June 2018

Improving in-sample and out-of-sample trading system backtesting

Best Practice Trading System Optimization Series - Part 3 of 4. Learn how to squeeze every last drop of value from the walk forward optimization methodology, by maximising (and balancing) the statistical significance across the optimization phases and walk forward phases.

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  • Martyn Tinsley - Algorithmic Trader Martyn Tinsley
17 June 2018

Have you over-fitted your trading system?

Best Practice Trading System Optimization Series - Part 1 of 4. Traders have always struggled to answer the question "How do I know if I have over-fitted my trading system?" We propose an answer in this blog series.

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  • Martyn Tinsley - Algorithmic Trader Martyn Tinsley
12 June 2018

Stationary Time Series for Pairs Trading Systems

A series of articles on using cointegration in a pairs trading system - Part 3 of 3. Part 3 of our plain English guide to using cointegration within a pairs trading strategy explains the mathematics behind stationary time series.

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  • Martyn Tinsley - Algorithmic Trader Martyn Tinsley
12 June 2018

Identifying Stationarity for a Pairs Trading System

A series of articles on using cointegration in a pairs trading system - Part 2 of 3. Part 2 of our plain English guide to using cointegration within a pairs trading strategy demystifies the process of identifying stationary time series.

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  • Martyn Tinsley - Algorithmic Trader Martyn Tinsley
12 June 2018

Using Cointegration for a Pairs Trading Strategy

A series of articles on using cointegration in a pairs trading system - Part 1 of 3. A plain English guide to using cointegration within a pairs trading strategy. We demystify the process for those of us that don’t have a PhD is Math.

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  • Martyn Tinsley - Algorithmic Trader Martyn Tinsley
02 August 2017

Using Walk Forward Analysis to Improve Trading Results

Walk Forward Analysis (WFA) is considered by many seasoned traders to be the gold standard methodology for back testing and optimizing algorithmic trading systems. This real-life case study explains how Trade Like A Machine used WFA in our own trading to turn our success around.

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  • Martyn Tinsley - Algorithmic Trader Martyn Tinsley

About The Author

Martyn Tinsley - Algorithmic Trader

A passion for all things analytical, and in particular for automated algorithmic trading. Founded Trade Like A Machine to promote best-practice trading system development and optimization techniques, helping other algo traders succeed.

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We are passionate about algorithmic trading, and about helping other algorithmic traders reach their full potential.

We help traders to develop robust trading systems that deliver results in live accounts.

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