How to Optimize Your Strategy

Is there a thin line between optimizing and then over optimizing and curve fitting? I still optimize, I use what's called walk forward analysis which keeps data out of sample. But even that where people get messed up is they'll get results that are walk forward results but then they'll go back and change their system 5, 10 times. "If you start to feel a little uneasy that you might be doing too much optimizing, you've probably already gone past that point," he says.

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