Red Flags of Overfitting
Sharpe >3 and perfectly smooth equity curve? ?? Major overfitting warning. My red flags explained in 15 seconds. What do you think?
The Curve Fitting Trap
Perfect backtest? You might just be curve-fitting. Less is more in trading systems. My take in this clip. Thoughts? #SystematicTrading
Sharpe Ratio's Counter-Intuitive Flaw
The Sharpe Ratio actually gets WORSE when you have a huge winning month ?? My thoughts on this counter-intuitive flaw. What’s your take? #TradingMetrics#SharpeRatio
The Trap of Flashy Profit Numbers
Big backtest profits can be dangerously misleading ?? The real question is: can you actually live with the strategy? My take in 15 seconds. What do you think? #SystematicTrading#TradingPsychology