192: “Predicting profitability using machine learning” – Ernie Chan
Better System Trader
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How Much Variance Do You Need to Overlay Intridin Decisions?
Every stratogy has, i ome a calebration curve in some sense. And you but it's not difficult to to optimise ta pace. On backtats, you will find that at what lesse yo, at what threshold you should run it at maximum average. I will give you the best. Let's a sharp ratio in your training data. Thats one good way to calvary your training system on these probabilities.
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