Ep. 1049: Wide Thinking with Michael Covel on Trend Following Radio
Michael Covel's Trend Following
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The Four Rules of a Prudent Testing for Optimization
Art collins: It's much easier to create really popping results in your performance summary than it is to create something that's robust and pretends well into your actual trading. I think that if you test under what i call the four rules of a prudent testing for four rules of optimization, youre prob ly not in too much danger of data mining or cur fitting or cherry picking.
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