ReSolve Riffs with Jerry Parker on Diversification, Outlier Hunting, and Loose Pants
Resolve Riffs Investment Podcast
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How to Think About Back Testing for Outlier Hunting Type Strategies
I want to get into more of what you mean, hopefully a little bit quantitatively by outlier hunting. How do you think about back testing for outlier hunting type strategies versus maybe some of the more common trend following methodologies? Good question. Well, I didn't come up with any of this. So if you like it or don't like it, you can blame it on Richard Dennis, Bill Eckhart. But their ideal was we're going to trade all the markets the same. Same, each system would,. You trade each market the same with the system and the same parameters, the longs and the shorts. And then they were pretty easily able to abandon trend following because
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