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Trading Income & Risk

Trading costs, uncertainty and why returns are never guaranteed.

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Understand why algorithmic trading cannot promise regular income and how to evaluate risk, costs and uncertainty.

Review the direct and indirect costs that belong in a realistic trading strategy evaluation.

Learn how to measure drawdowns, examine recovery assumptions and plan for difficult periods without overreacting.

Understand overfitting, changing markets, data limitations and execution assumptions behind historical strategy results.

Create a useful record of rules, orders, fills, costs and decisions to learn from both expected and unexpected outcomes.