Documenting the profitability of an algo

If I am trading and want to document the probability of a strategy to avoid claims that I cherry picked the trades that go into the profitability calculation, how can I do that? Publish online as I go? Publish what? Have my broker statements audited? What do people do when they incubate a strategy?

Submitted November 07, 2020 at 06:49AM by esoethbtch
via https://ift.tt/3lkv5Na

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