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💱 Backtest Trading: judge without concession the relevance of a strategy (Monte Carlo, variance...) 🎙️ Mathieu Burbau, FOREX Trader since 2006 now based in London and Managing Director at Satelys Ltd ( https://satelysfx.fr/ ) #trading #backtest #backtesting 📌 Timeline: 00:00 Stress test of a backtest of a trading strategy (via Monte Carlo and variance) 01:04 Powerful backtest tools now accessible to individuals 01:37 Can we afford to trade actively from a strategy without a serious backtest? 03:48 Building a robust trading environment and strategy 05:52 What are the criteria required to qualify a good trading strategy? 08:29 Does manual (discretionary) trading still have a place in 2024 (and in the future)? 10:07 Monitoring FOREX options expirations via Forexlive ( https://www.forexlive.com/Orders ) 12:35 How to build an effective strategy in the future from past data? 16:42 Backtests can integrate parameters beyond technical (indicator) analysis: news, implied volatility... 17:22 Modifiable parameters for backtest conditions closer to real trading 19:12 In Sample / Out Of Sample 20:29 Building a trading strategy on EUR/USD based on the ATR (Average True Range) 23:02 Vary / filter with different indicators