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 Reduce Overfitting in Your Tests
How do you reduce the possibility of overfitting like how do you deal with that? So there's really several ways of looking at it and so I talked about this with you earlier. You take all the parameters sets that you had previously run in your train period and also run them through your test period. Then what you do is you correlate the P&L values between those two periods to see if they have a good correlation.
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