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038: Kevin Davey – The Development Process of an Algo Trading Strategy, From Objectives to Live Trading

Chat With Traders

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Out of Sample and Walk Forward Testing

The best test always is going to be live testing. And if you do it right, it really is truly out of sample data that your system is being evaluated on. That tends to work a lot better than a fully optimized system. If I develop something tonight, I'm not going to trade it tomorrow. Which most people don't do? Excellent.

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