SSRNTrading, Microstructure & Execution
Counting the Attempts: A Reproducible Protocol, Frozen Before Execution, for Judging Systematic Trading Strategies
Describes a pre-registered protocol using sequentially adjusted significance levels to judge trading strategies, applied to two Euro Stoxx 50 futures strategies that both fail strict statistical tests.
Featured in No. 139 on 13 Nov 2026 · 1 day after release
- Released
- 12 Nov 2026
- First featured
- No. 139 · 13 Nov 2026
- Published in
- Not yet, as far as Semantic Scholar knows
- Fanfare
- 4 of 5
- Identifier
- SSRN 7687160
- Authors
- Daniele Frongia and Fabio Crescenzi
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).