Better System Trader 196: “How to avoid curve fitting using independent testing” – Jeff Swanson
Aug 3, 2021
Chapters
Transcript
Episode notes
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23
Introduction
00:00 • 4min
Curve Fitting Is Like Cryptonite to All Systematic Traders
04:21 • 2min
What Is Independent Testing?
06:35 • 3min
The Benefits of Independent Testing
09:22 • 3min
The Process of Independent Testing
12:11 • 2min
How Do You Define Net Profit Versus Drawdown?
14:29 • 2min
Trading Ideas to Test
16:52 • 2min
Is There a Maximum Number of Filters?
18:25 • 2min
Optimize the Vix Against a 20 Day Moving Average
20:35 • 4min
The Art of Agrithmic Trading
24:05 • 2min
What's the Difference Between a Profit and Drawdown?
25:51 • 3min
You're Always Looking to Add More and More, Right?
29:07 • 2min
How Do You Manage Exits During Testing?
31:28 • 2min
How Reliable Is Broken Data to Do Back Testing?
33:42 • 3min
How to Tell the Difference Between a Normal Drawdown and a Strategy That Is No Longer Working?
37:11 • 2min
Do You Like to Monitor a Strategy in the Life Market?
38:45 • 2min
The 12 Step Process to a Profitable Trading System
40:32 • 3min
Is There a Need for Information Management Systems?
43:27 • 2min
Do You Use These Methodologies for Single Symbols?
45:26 • 3min
How to Create the Ultimate Trading System
48:24 • 2min
How Do You Manage Reoptimization?
50:00 • 2min
Easy Language Mastery
51:39 • 2min
The Better System Trader Podcast
53:35 • 2min