Avoid making this backtesting mistake (90% does this)
2022 ж. 27 Нау.
8 072 Рет қаралды
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I did something similar and was referring to it as "walk backward" optimization. It checks performance on out of sample data and I don't need to redo the optimization to trade it live.
Great content! I feel like this is the part where most people go wrong and it's all psychology. You see a result of 700% in 2 years and you don't "want" to change it so it also works on the out of sample data. This is hard, but you have to. Better to have a consistent strategy with 50% annually than a strategy that made 700% in 2 years, but crashed in the years before that.
Very nice video. I will follow your tip.
thanks for sharing👍👍👍👍👍
Subscribed This video showed me my mistake.. Made 3x
Thanks for having me for today's video haha
Over fitted backtest Slippage cost Transaction cost Three biggest enemies of any quant Trader.
This is great advice.
Why you don't have more views is a mystery
Because less people use algorithms :D
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