006: Dr Howard Bandy talks about major changes in system development and trade management, handling systems that are out of sync with the markets and much more.
Better System Trader
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Data Mining
In your book, you've stated that data series are not interchangeable. So i guess one of the issues with data mining is that it is possible to do an over optimization. Some people actually say that signs of overoptimization in a trading model are if they if the model only works on a specific security. How would you respond to that? Ah, it's nicya, fur trading system works for interchangeable data, but that would be unusual and we can test that. And it's not necessary that stem work for all data.
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