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103: Dave Bergstrom – Escaping Randomness, and Turning to Data for an Edge

Chat With Traders

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How to Find Edges in Data

Data minor: What are you actually doing to find edges in the data? Like how are you running machine learning algorithms and using machine learning techniques? Yeah, I've done that. But now I just kind of have built this almost master program, if you will, it kind of just you search for a fitness function. So you say, hey, I only want strategies that have a profit factor over two and a half. And you just run the search program until you find, you know, X amount of strategies over 2 and a half profit factor.

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