4.2) Improve Optimization Statistical Significance with Multi-Symbol & Multi-Timeframe Backtesting
10:51
5.1) Avoid Over-Fitting due to Economic News Events in your Trading Optimization Process
16:48
2.3) Why Trading Optimizations need a Statistically Significant Sample Size (Number of Trades)
11:43
6.2) Reduce Noise Overfitting by Reducing the Degrees of Freedom in Optimizations
6:56
7.3) Determining Walk Forward vs Optimization length, using Statistical Significance
7:50
10.1) Using CAGR / Mean Drawdown as a Trading System Performance Metric in Backtests & Optimizations
9:47
15.1) Research Study | Which Optimization Performance Metric is best? (PART 1)
7:03
3.1) Has your optimization overfitted your trading system? Is it really making accurate predictions?
6:41