198: “3 ways to improve trading models” – Curtis White
Better System Trader
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What Are Some of the Problems With Wat Ford Oftemization?
System development is an art, even though we try to use scientific methods. And so when i looked at the matrics optimiization, i noticed that matric iations with small sample sizes have very high deviation of returns. It doesn't mean the ideas better or worse. Its thaist the logic that drives, that drives the idea. There's a random effect in the stock market as basically if you pick a set of stocks that you'll get a better rmance out of the market and it doesn't matter how you pick them. So this can be actually used as an edge over other people who are trying to do same thing but using different techniques.
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