Resources

StatisTrade partners have published several "white papers" and articles, and also given several interviews.  All are available to the public. These resources cover topics in systematic trading, trading strategy development, position sizing, trading system analysis, and other rigorous methods applied to trading.

The items listed under "Trading Articles" are brief articles in html format published both on StatisTrade.com and external websites. The "White Papers" are longer, more in-depth reports, in PDF format and include our Wagner Award winning papers. Interviews are published on a variety of external websites dedicated to trading.


Videos

Dave Walton gave a presentation at the 2016 MTA Annual Symposium titled: "Learning from the Insurance Industry: Using Stochastic Modeling to Improve Trading System Development." The presentation explains the basis upon which StatisTrade's system evaluation methods are designed. Additionally the slides are available here.


White Papers

Thomas Krawinkel wrote the 2011 Wagner Award winning paper titled: "Buying Power – The Overlooked Success Factor

Dave Walton wrote the 2014 Wagner Award winning paper titled: "Know Your System! – Turning Data Mining from Bias to Benefit Through System Parameter Permutation"

Dave Walton wrote a short addendum to the System Parameter Permuation paper via a blog post at BetterSystemTrader podcast: System Parameter Permutation – a better alternative?


Articles

Thomas Krawinkel wrote an article for the Van Tharp Institute's newsletter (Tharp's Thoughts) discussing the topic of curve fitting.

Thomas Krawinkel wrote an article for the Van Tharp Institute's newsletter (Tharp's Thoughts) discussing the topic of using adjusted data when backtesting equities or performing technical analysis.

Dave Witkin wrote a series of articles for the Van Tharp Institute's newsletter (Tharp's Thoughts) which are excerpts from his chapter in Dr. Van Tharp's book Trading Beyond the Matrix. Part 1, part 2, and part 3 were published in subsequent weeks in the newsletter.

Dave Walton wrote an article for the Van Tharp Institute's newsletter (Tharp's Thoughts) discussing the perils of the Data Mining Bias.

Dave Walton wrote an article for the Van Tharp Institute's newsletter (Tharp's Thoughts) discussing his 2014 Wagner Award winning paper and some of the trading system pitfalls the method addresses.

Dave Walton wrote an article for Proactive Advisor Magazine discussing his 2014 Wagner Award winning paper and considerations for advisors.

Dave Witkin wrote an article for Proactive Advisor Magazine discussing the application of a market type filter to active strategies as a method of improving risk adjusted returns.

Thomas Krawinkel wrote an article for Proactive Advisor Magazine discussing an improved method to benchmark active trading strategies.

Dave Walton wrote an article Proactive Advisor Magazine regarding the impact of drawdowns and investor behavior.

Dave Witkin wrote an article for Proactive Advisor Magazine regarding the impact of sequencing and volatility on portfolio value.

Thomas Krawinkel wrote an article for Proactive Advisor Magazine regarding the problem with using point estimates in assessing performance.

Dave Walton wrote an article for Proactive Advisor Magazine classifying actively managed strategies.

Dave Witkin wrote an article contrasting trend-following vs. mean reversion strategies in a Proactive Advisor Magazine article titled The Investing Fight Of The Century

Thomas Krawinkel wrote an article on how active strategies manage risk in a Proactive Advisor Magazine article titled Weathering An Investment Perfect Storm

Dave Walton wrote an article on the importance on assessing performance on a risk-adjusted basis in a Proactive Advisor Magazine article titled Beating The Market

Dave Witkin wrote an article on why active management makes optimal portfolios easier to create in a Proactive Advisor Magazine article titled A more efficient (and profitable) frontier


Interviews

Thomas Krawinkel was interviewed by the Van Tharp Institute's newsletter (Tharp's Thoughts) regarding his 2011 Wagner Award winPart 1 discusses Mr. Krawinkel's background and the general idea behind the paper. Part 2 covers the topic of backtesting in some detail.

Dave Walton was interviewed on the TraderTechTalk podcast on the topic of backtesting: Trader Tech Talk 022: Dave Walton’s 4 Tips for Back Testing

Dave Walton was interviewed by Strategic Investor Radio at the 2015 NAAIM Uncommon Knowledge conference. He discussed his Wagner Ward winning paper in this short segment.

Dave Walton was interviewed on the BetterSystemTrader podcast on the topic of trading strategy evaluation: Strategy Evaluation with Dave Walton