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191: Combining Algos using State-Based Market Design – Richard Metzger
Better System Trader
Is It Important to Be Skeptical of Your Algorithms?
Sally Kohn: I'm really keen to hear more about this and to discuss it further. So let's start with the problem with algos, which should go in nicely to our topic. She says there's such a high risk of curve fitting that anytime you develop in code and algorithm, you want to break it is another way to put it. And so your whole job should be to try to figure out what you might be missing because as everyone knows, we all want to find the Holy Grail.
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