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Martyn Tinsley

Martyn Tinsley

Quantitative finance researcher and algorithmic trader; Director at Trade Like A Machine; pioneer of Walk Forward Correlation (WFC) methodology for trading strategy validation.

May 26, 2026

SimonHOST
5:39
Mm-hmm.
5:40
However, recently, over the last couple of years, I've started to take a different approach, okay? And that's what I wanna talk, want to talk about now.
5:51
So let me take you through a bit of the rationale behind this.
5:56
So if we've got...
5:59
Where are we? Here we goThe thing that you have to realize is that different performance metrics tell you different things about a trading strategy.
6:11
They tell a different story about it.
6:14
So there are certain metrics like the Sharpe ratio, like the compound annual growth rate over the drawdown, that focus their kind of attention on the equity curve, and they look at this balance between the reward that the equity curve delivers versus the risk.

11 MINS LATER

SimonHOST
17:29
All right

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