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Home > Better System Trader > 180: 3 ways traders kill trading strategies (and how to avoid them) – Rob Carver
Podcast: Better System Trader
Episode:

180: 3 ways traders kill trading strategies (and how to avoid them) – Rob Carver
Category: Business
Duration: 01:13:01
Publish Date: 2021-02-24 04:11:15
Description:

On this BST live show, Rob Carver from systematicmoney.org joins us to discuss “3 ways traders kill trading strategies”. Here are just some of the topics you’ll discover in this episode:

  • What can go wrong with strategies in live trading,
  • The impact of model complexity on prediction error, (and are simple models really better than more complicated ones - the answer may surprise you!),
  • The dangers of overstated backtest performance,
  • The impact of historic costs on backtest results,
  • The 3 types of overfitting, including 1 that most traders don’t even realise they’re doing, and how to reduce their impact on your trading models,
  • Strategy robustness and letting data define complexity,
  • The overfitting "levels of sin",
  • Correcting for the "multiple testing problem",
  • Fitting metrics, sample size, data quality, prediction error and much more.
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