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The real problem is not in finding an algorithmic strategy that seem to work on historical data - the problem is how to validate sure it will work in the future
by TheAlchemist 5y ago
The real problem is not in finding an algorithmic strategy that seem to work on historical data - the problem is how to validate sure it will work in the future and how to be confident it's still working even if it's loosing money for some time ?
- piyiotisk 5y agoYes exactly that. Even if you backtest for many years it’s still possible that you’ll lose money because future although correlated to the past can always have different patterns. Still it’s a really fascinating field to explore.