180: 3 Ways Traders Kill Trading Strategies (and How To Avoid Them)

Andrew Swanscott, Andrew Swanscott chats with professional traders Larry Williams, and Ernest Cha에서 제공하는 콘텐츠입니다. 에피소드, 그래픽, 팟캐스트 설명을 포함한 모든 팟캐스트 콘텐츠는 Andrew Swanscott, Andrew Swanscott chats with professional traders Larry Williams, and Ernest Cha 또는 해당 팟캐스트 플랫폼 파트너가 직접 업로드하고 제공합니다. 누군가가 귀하의 허락 없이 귀하의 저작물을 사용하고 있다고 생각되는 경우 여기에 설명된 절차를 따르실 수 있습니다 https://ko.player.fm/legal.

Better System Trader « »
180: 3 ways traders kill trading strategies (and how to avoid them) – Rob Carver

3y ago 1:13:01

MP3•에피소드 홈

On this BST live show, Rob Carver from systematicmoney.org joins us to discuss “3 ways traders kill trading strategies”. Here are just some of the topics you’ll discover in this episode:

What can go wrong with strategies in live trading,
The impact of model complexity on prediction error, (and are simple models really better than more complicated ones - the answer may surprise you!),
The dangers of overstated backtest performance,
The impact of historic costs on backtest results,
The 3 types of overfitting, including 1 that most traders don’t even realise they’re doing, and how to reduce their impact on your trading models,
Strategy robustness and letting data define complexity,
The overfitting "levels of sin",
Correcting for the "multiple testing problem",
Fitting metrics, sample size, data quality, prediction error and much more.

Disclaimer: Trading in the financial markets involves a substantial risk of loss and is not suitable for everyone. All content produced by Better System Trader is for informational or educational purposes only and does not constitute trading or investment advice. Past performance is not necessarily indicative of future results.

235 에피소드

#Forex #Investing #Profit #Stockmarket #Swanscott #Andrew Swanscott #Ernest Cha #Trading #Business #Stocks #Mechanics #Future #Marketing #Succession #Systems #Traders