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

Chat With Traders

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How to Optimize Your Back Test?

So say you run a back test, it spits out a bunch of results. What sort of things are you looking at to try and improve that? And how do you go p no, that' That's a good question, im. So when i look at the back test, i might notice i'm looking at the long trades and the short trades. You know, one one natural thing you might look at is, ok, is all the alpha coming from the long trades? Or is all thealpha coming from the short trades, or is it diversified? Another thing you mightlook at is, did this strategy only perform well during volatility events? Or does it perform well during

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