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

Chat With Traders

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Optimisation

I want to pick up on optimization at something you've mentioned a few times. How do you go about optimisation as we know that? Am, you know, curve fitting is a big danger in creating our systematic strategies. So i kind of let the strategies organically, a, filter the volatility based on the signal i'm using.

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