197: “How to use volatility to outperform the market” – Kyle Schultz
Better System Trader
Do you use any garch models to Improve its Predictability?
I rarely am forecasting anything. I'm using statistical analysis to understand how strategies behaved historically, im and creating a diversified portfolio of strategies while being mindful of not overfitting. If you're seeing huge swings and changes in the back test,. It's probably not robust. Ah, so i don't use scarch moradoing. I don't really use any forecasting. I'm not trying to forecast volatility. A, if you change your perimeter slightly, how much does this change the back test? And then most importantly, and probably the most simple method, is to change the insample and out asample period from my back test.i only use a couple o parometers
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