Trading: scientific / empirical studies


Legendary member
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Been spending this week mostly looking to mathematically quantify my own results!
Really difficult. I suspect there is far more human judgement involved than my rules suggest.

Curiously, have been having difficulty finding any studies that seek to quantify any trading methods.
Even Turtle trading method, cant find any good, recent statistics.

Are there any? I have even used the search word "empirical" instead of "scientific" or "mathematical".
Really struggling to find good articles.

Any good sites, journals, forums for the deeper maths study of trading?
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