Hi folks, hope you are well. Just a quick question to understand how you approach building trading systems. Assuming you train, validate and test in different sets of data. Do you thin itis better to; 1) Search for a target win rate across each data set or 2) Search for a target edge improvement across each data set. Appreciate your responses, thanks.
IMHO: (1) Find (and understand) your edge; (2) improve exploitation of that edge, (3) go to step (1) {repeat} I think quantifying/understanding your edge may prove illusive!
Why limit your exploration? Both and then some... Search term: Optimize https://www.dogpile.com/serp?q=Optimize Fly it while you build it https://www.dogpile.com/serp?q=Fly+it+while+you+build+it
Is that how you improved your edge J-Mo or are you posting this wisdom in a thread other than that which you intended?
I figure that advice is an edge, no? Speaking of edge, dont play monkeypox scams . Very terrible loss for all concerned just now