Coding successful trading strategies can be a long and frustrating process, especially when it comes to the part where you improve your trading strategy to make it perform better on past market data. The process by which a given system has its parameters adjusted to give better performance in the past is denominated “optimization”, a […]
Archive for October, 2010
Optimizing Without Curve-Fitting : Six Tips to Avoid Over-Optimization
October 26th, 2010
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