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  1. Influence of number of trades for system optimization

    What do you mean by number of observations of models? What is increased is the number of trades, e.g. the number of samples. It makes intuitive...
    Post by: BookTrader, Nov 24, 2011 in forum: Strategy Building
  2. Influence of number of trades for system optimization

    I quite disagree. Think of the bias-variance trade off of model estimation. With a model that has sufficient parameters to lend itself more to...
    Post by: BookTrader, Nov 24, 2011 in forum: Strategy Building
  3. Influence of number of trades for system optimization

    Hi Braincell, I think I disagree. What you are referring to is imo the objective function itself. What that should be, and whether Sharpe is...
    Post by: BookTrader, Nov 23, 2011 in forum: Strategy Building
  4. Influence of number of trades for system optimization

    Hi there, In optimizing parameters for any trading system, to my understanding, one always needs to optimize some (atomic) value. This could be...
    Thread by: BookTrader, Nov 23, 2011, 6 replies, in forum: Strategy Building
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