https://www.elitetrader.com/et/thre...-2017-trend-followers-may-not-survive.312072/ Not saying i agree with everything but some may wish to read
Was reading about using machine learning to improve systematic trading ...and noticed a reference to a component which I originally learned about in 1 of Brooks books.
no no no!! I have already destroyed hundreds of worthless hard copies and soft copies already. so no more such thing for me. are you still around?
I found this thread googling for info on brooks, since there was none. Annoying that there is not some basic indicator of how successful each method is. In medical, the field he's from, all medical procedures are studied and reported on for effectiveness. True, skill varies per person, but some broad or relative level of measure is better than looking at 1000 methods and guessing.