006: Dr Howard Bandy talks about major changes in system development and trade management, handling systems that are out of sync with the markets and much more.
Better System Trader
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How to Detect Out of Sample Trading
The period of synchronization needs to be all of the ensample period, the learning period and then enough of a data following that so that it's possible to trade profitably. The analysis technique is called empirical bays. And the out of sample a best estimate is called the basian prior distribution. It looks at new trades that come in, trade by trade, and compares those with the expectation that i is represented in the best estimate set.
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