5 Comments
User's avatar
Mati's avatar

This is interesting but how does one avoid overfitting?

pedma's avatar

Hey man, I admire your willingness to dig into old articles. This was written over 2 years ago.

I was a more naive trader then let's say and I still believed in the wonders of a data first approach.

I don't anymore.

I don't delete these articles because I think they are part of my story, and I prefer to keep them there to go back one day and see how my beliefs about markets evolved.

With that said, there's good ideas about robustness in there, I did trade and was doing decently, but most of the article is not something I personally do anymore.

Mati's avatar

Appreciate your honesty and response!

Zorge's avatar

Nice insight, appriciate your article

pedma's avatar

Thanks! Glad you liked it.