Automated Trading Strategies

Share this post
Overfitting: What is it and what can we do about it
automatedtradingstrategies.substack.com
Research

Overfitting: What is it and what can we do about it

Jun 25, 2021
Share this post
Overfitting: What is it and what can we do about it
automatedtradingstrategies.substack.com

First, happy reconstitution day! It is often the heaviest trading volume day of the year and this year it’s happening today. Get ready for a wild ride this afternoon. Click here to read more about what reconstitution is and how it impacts trading.

Second, there’s a mechanical elephant in the room and it’s called “overfitting”.

We aren’t programmers, stat…

This post is for paid subscribers

Already a paid subscriber? Sign in
© 2022 Automated Trading Strategies (ATS)
Privacy ∙ Terms ∙ Collection notice
Publish on Substack Get the app
Substack is the home for great writing