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1.2) Is your trading backtest a 'Stochastic Illusion' or a 'Real Edge'? | Algo Optimization Series

In this tutorial, we demonstrate how parameter values that provide no edge at all often appear to perform in an optimization as if they do. Every algorithmic trader needs to be very aware of this anomaly if they are to obtain profitable parameter values.

Brought to you by Darwinex: https://www.darwinex.com/?utm_source=youtube&utm_medium=video-description-above-fold&utm_content=stochastic-illusion-edge-2-algorithmic-backtesting-optimization

#TradingBacktest #Trading #Backtest #Optimization #Stochastic #Edge

For viewing the whole series in one place, visit https://www.youtube.com/playlist?list=PLv-cA-4O3y95J6xmwSaCILL4FlGJZO0PJ

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Видео 1.2) Is your trading backtest a 'Stochastic Illusion' or a 'Real Edge'? | Algo Optimization Series канала Darwinex
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10 апреля 2020 г. 15:31:15
00:06:02
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