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Line Your Own Pockets
Dave Mabe and Michael Nauss
74 episodes
3 days ago
A weekly show for systematic traders who want to make more money from their trading strategies.
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Investing
Business
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All content for Line Your Own Pockets is the property of Dave Mabe and Michael Nauss and is served directly from their servers with no modification, redirects, or rehosting. The podcast is not affiliated with or endorsed by Podjoint in any way.
A weekly show for systematic traders who want to make more money from their trading strategies.
Show more...
Investing
Business
https://is1-ssl.mzstatic.com/image/thumb/Podcasts211/v4/f4/b0/3f/f4b03fc5-92e1-bc09-db98-81595dbd0801/mza_16210747958478259214.jpg/600x600bb.jpg
How Often Should You Re-Optimize?
Line Your Own Pockets
41 minutes
1 month ago
How Often Should You Re-Optimize?

We discuss:

  • How to optimize so you have to re-optimize as little as possible
  • How better columns directly translate into more robust strategies
  • Hold a rule "in reserve" so you can apply it when needed without full re-optimization
  • Documenting previous optimization decisions will make the next strategy better
  • And much more...

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Before you go!

The next time you find yourself in a drawdown, I want you to stop what you're doing and head on over to betterbacktesting.com to sign up for my free backtesting email course.

I hope to see you there!

Line Your Own Pockets
A weekly show for systematic traders who want to make more money from their trading strategies.