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SI242: How to Detect when the Trend Changes ft. Mark Rzepczynski

Top Traders Unplugged

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The Balance Between Complexity and Robustness

I think the point you make about the short-term strategies being aware of these events makes more sense to me, I think, from a practical point of view. But adding too much complexity in your systems often shows up at some point in a not so favorable fashion and robustness comes from simplifying. And that is also actually part of the most difficult part of what I think our research teams do is to simplify things as much as possible,. Not oversimplified, of course; just bear that in mind.

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