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198: “3 ways to improve trading models” – Curtis White

Better System Trader

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The Model Creation and Validation Process

Exley: There's all kinds of different data. Dark pools, order flood orter book inventories may be an pitchins an other markets. So when you tinkig about some of these data sources, it may not be efficient, or it may be too difficult to get these data sources. Exley: But if you have statistical you can atge some insight. Sometimes you can revive those methods through your creactivity,. The model creation and validation process itself is something i've applied a lot in in my trading, in building systemsand also developed boosting methods.

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