003: Cesar Alvarez on trading ideas, backtesting, stops and market timing
Better System Trader
00:00
You've Overoptimized a Strategy?
A lot of things with in the back testing into black and white. A masano, you must do things this way or yunow. If you take a strategyyou make five million different combinations, it got o 20 different variables, most peoplewll agree that you've overoptimized it. The important part is, ok, so you've got what do the when you tweak the parometer slightly from the one you picked? Or do your results suddenly fall off a cliff? That's even more important, in my book, than over optimizing,. Is not picking a result that when you slightly tweak your parometers, you go from a great system to a system you would not trade
Transcript
Play full episode
