SI06: How to optimize your trading system

Published: Oct. 20, 2018, 7:27 p.m.

Welcome to The Systematic Investor series. It\u2019s a great privilege for me to invite you to a behind the scenes conversation between some of my favorite systematic investors namely Jerry Parker and Moritz Seibert. We get on a \u201ccall\u201d each week to discuss the events that took place through the lens of a Systematic Investor and how the trading strategies we work with are reacting. It\u2019s a raw and honest exploration and we hope you will join and be part of\u2026not least by sending us questions that we can discuss.

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Episode TimeStamps:

00:00 \u2013 Intro

01:15 \u2013 Weekly recap of performance

05:30 \u2013 Top tweets

34:30 \u2013 Question set 1: George; Please discuss system optimization/backtesting details

43:30 \u2013 Question set 2: George; How do you determine when a system is broken? Do you keep losing markets in a system?

49:50 \u2013 Question set 3: George; How do you avoid curve fitting? How do you choose best parameters?

55:55 \u2013 Benchmark performance update

Copyright \xa9 2024 \u2013 CMC AG \u2013 All Rights Reserved

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