147: Dr Thomas Starke – Detective Work Leading to Viable Trading Strategies, and the Rise of AI
Chat With Traders
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How to Analyze Strategy Parameters
My talk was on how to, was actually on overfitting and how you analyze strategy parameters. The idea is that rather than throwing away most of your data from your test set, you run your whole strategy through the training and the test set equally. And if you can see that there is a correlation between them, you can say that that strategy that you've developed has some sort of predictive power.
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