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SI226: Trend Following - the Do's & the Dont's ft. Rob Carver

Top Traders Unplugged

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Optimization Is Better Than Not Optimizing at All Yeah I Feel I Should Defend Optimization

"I just feel I should defend optimization slightly because I think let let's take an example of two managers one has done a kind of proper back tested optimization with only backward looking data and the other one has said well based you know based on my market experience I know that say a 200 day moving average is best," he says. "Both of those approaches are inferior to someone who's done a proper optimization that uses only backward lookingData" He adds: "Probably done optimization is probably better than not doing optimization at all yeah no"

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