From Research to Live Evidence
Draft guide • 2 min read
FYFX LearnTrading & Risk
Key Takeaways
- Explain the data used, how the signal was developed and how trade costs and execution constraints were modelled.
- A research discussion should identify unresolved questions as well as strengths.
Make Assumptions Visible
Explain the data used, how the signal was developed and how trade costs and execution constraints were modelled. Record the choices that were made after viewing results so a reviewer can understand how much the strategy depends on the development process.
Separate the Evidence
Keep development results, validation results, paper trading and live results clearly distinct. Describe missing data, changes in methodology and periods where assumptions did not match actual trading conditions.
Define What Comes Next
A research discussion should identify unresolved questions as well as strengths. Show what would cause the hypothesis to be revised and how live behaviour would be monitored. None of these steps guarantees acceptance, allocation or future performance.