In the Algorithmic Autopsy, we'll dissect various trading strategies, both well-known and perhaps a little more obscure. I'll walk through the process of translating these theoretical concepts into actual trading algorithms. The focus here will be on rigorous backtesting – examining historical performance, identifying strengths and weaknesses, and understanding the conditions under which each strategy thrives (or dies). Prepare for data-driven dissections of what works, what doesn't, and why.
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