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225: Kyle Schultz – The Art and Science of Algorithmic Futures Trading

Chat With Traders

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Optimization and Walk Forward Analysis - What's the Advantage of Trading a Strategy?

Ight. I'm making a note here to ask you more about optimization and walk forward analysis. Like, what added advantage or added benefit do you get from tradin strategy across a bunch of products that arel hotly correlated? Well, theyre, they're not necessarily highly correlated. And i do get a bit so, for example, if i look at the portfolio, and i say, i want to have 30 to forty % in the portfolio,. intra de momentum, i think you get little bit of diversification by trading one contract of e inseparating five contracts of man s and p 500 futures. In a interda momentum strategy, you can trade one contract in the do

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