
111: David Bush – Strategy Objectives, Statistical Significance, and Market Behavior
Chat With Traders
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How to Reduce Curve Fitting
I would think a few hundred data points in does that same set of logic, the same rules? Do they work on related markets? Probably not as well, but do they at least have a positive expectation? That that's something I'd look for. If it falls apart on every other market, except the one that you developed, that is probably a red flag. You know, simplicity doesn't have to be simplistic. It can be sophisticated yet simple. Most formulas are incredibly elegant, like the fractal formulas.
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