111: David Bush – Strategy Objectives, Statistical Significance, and Market Behavior
Chat With Traders
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How to Backtest a Strategy Poorly
Having poor data, that would be a bad starting place. One has to think right away about the data. What's the data I'm using as a good quality and is it, what's it missing possibly? If one creates a strategy and it looks phenomenal, but that developer really, really couldn't articulate what's going on, that's probably a sign that you just created something that you don't really understand," he says.
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