Our Proprietary Strategy Development Process

Our Strategy Creation Process

It is important that anyone who licenses our software and strategies understand that they are all created to the highest possible standards. 

Our robustness testing is based upon an application of Robert Pardo’s Walk-Forward Analysis. For those of you interested in more information about this process, Bob presented a detailed description of the WFA process in his first book The Design, Testing and Optimization of Trading Systems published by J. Wiley & Sons in 1991. This information was presented again in the second, expanded edition of his book The Evaluation and Optimization of Trading Strategies also published by J. Wiley in 2008.

For those of you interested in learning more about Bob’s process for developing robust trading strategies, you can buy his audio-video course Building Robust Trading Strategies.

Of course, the development process has been refined and improved over the years. The proprietary Pardo Development Process included with Ranger is a detailed implementation of this process.

In any case, all of the LDR Bitcoin strategies were created with an implementation of this process adapted for LDR and the complications arriving from the short history of Bitcoin futures..

These strategies are robust. Whereas, there is never a guarantee that even the most robust strategies will continue to produce alpha, we can guarantee that we have exercised the highest possible standards in their design, creation and testing.

We can also guarantee that we will watch over these strategies.