168: How to optimize strategies for robustness (properly) – John Ehlers

168: How to optimize strategies for robustness (properly) – John Ehlers

DSP and Cycles expert John Ehlers, joins us to discuss all things optimization, including:

  • Why optimization is a statistical process and how to assess the results properly (including what to look for at "the 50% line"),
  • How much data you should REALLY use for reoptimization and why many traders use way too much data (and the impact it has on trading strategies),
  • The 3 best fitness functions to use in reoptimization and the dangers of a popular metric that can lead to over trading,
  • What the speed of optimization results can potentially tell you about strategy robustness,
  • The only 2 things that count when assessing a strategy (yup, just 2!),
  • Plus, much more.

Also, if you want to discover more of John's Cycles and DSP techniques, John is running his annual workshop for the very last time this year (he's retiring to go fishing and build model aeroplanes). The workshop is run over 4 evenings (US time – Oct 19-23) and it's 100% online so no travel or quarantine required. For more info, visit: http://bettersystemtrader.com/jeworkshop2020

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.

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239: Confident Consistent Trading - Laurens Bensdorp

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238: The new indicator that improves momentum trading signals - Alex Spiroglou

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237: New Volatility Based Trading Techniques with Rob Hanna

237: New Volatility Based Trading Techniques with Rob Hanna

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236: How to Profit and Protect in Any Market Conditions - with Tom Basso

236: How to Profit and Protect in Any Market Conditions - with Tom Basso

Tom Basso is a Market Wizard with 5 decades of experience. After taking 4 years to get to break-even, he eventually transformed himself into a $600 million fund manager. In this discussion with Tom, w...

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235: How traders can compete in the markets and find profitable edges - Jason Strimpel

235: How traders can compete in the markets and find profitable edges - Jason Strimpel

In this episode, Jason Strimpel from PyQuantNews joins me to discuss how traders can find profitable edges and compete effectively in today's fast-paced markets. Whether you're a seasoned trader or ju...

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234: The Trading Panel – Episode 11

234: The Trading Panel – Episode 11

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