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...
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...
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...
Hi there, In optimizing parameters for any trading system, to my understanding, one always needs to optimize some (atomic) value. This could be...
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