SI92: How to add robustness to your trading and choosing the right time horizon ft. Robert Carver
发布时间 2020-06-15 07:03:00 来源
摘要
Robert Carver joins us back on the show to discuss why simulating ‘noisy’ data in your backtest can add to robustness, how similar strategies can still result in widely varying returns, how to choose the right look-back period, trading continuous vs binary systems, and how much automation should be used when running a system.
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Episode Summary
0:00 - Intro1:06 - Global Macro Discussion4:24 - Macro recap from Niels6:02 - Weekly review of returns13:57 - Choosing the right look-back period/time-frame24:54 - Adding noise to your backtest30:54 - Using capital more efficiently42:06 - Binary vs continuous systems57:32 - How automated should your system be?1:06:36 - Performance recap
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