
142: Bert Mouler – Using Creative Thought and Automation to Bypass Human Flaws
Chat With Traders
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How to Trade to Parameter Ratio
I'd like to see 50 out of sample trades to a number of parameters. If that's a long only system, if it's a long short system, no problem. Most people I can sell. It's just the more the better, right? Because if you have like 100 strategies, sharp 0.1,right, you can make a really high sharp strategy portfolio of strategies out of that. So you're actually, should be worried again, and we discussed this American lesson, we spoke,. You should be worried not about highest performance in the out of sample, but about the highest so that the in samples always match as much as possible.
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