AI-powered
podcast player
Listen to all your favourite podcasts with AI-powered features
1min snip
236: In 10 Years, Will Your “Mechanical Trading Strategy” Still Work? Pro Trader, Kevin Davey, Explains
Trading Nut | Trader Interviews - Forex, Futures, Stocks (Robots & More)
The pitfalls of manually conducting walk forward analysis
When I manually did walk forward testing, I found that sometimes it would work well at first but fall apart in the end. Now, I generate the results all at once, but still encounter periods that look awful. To determine confidence, I look at return to drawdown and use Monte Carlo simulation in my next step.
00:00
Transcript
Episode notes
Get the Snipd
podcast app
Unlock the knowledge in podcasts with the podcast player of the future.
AI-powered
Discover
highlights
Listen to the best highlights from the podcasts you love and dive into the full episode
Save any
moment
Hear something you like? Tap your headphones to save it with AI-generated key takeaways
Share
& Export
Send highlights to Twitter, WhatsApp or export them to Notion, Readwise & more
AI-powered
podcast player
Listen to all your favourite podcasts with AI-powered features
Discover
highlights
Listen to the best highlights from the podcasts you love and dive into the full episode