13 Oct 2020
46m

168: How to optimize strategies for robustness (properly) – John Ehlers

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Better System Trader

This podcast episode highlights the significance of robustness in strategy optimization, as John Ehlers provides invaluable insights into genetic optimization techniques, practical re-optimization strategies, and the inherent importance of metrics and algorithms in trading. Through engaging analogies and detailed discussions on walk forward optimization, position sizing, and exit strategies, Ehlers underscores that ensuring a stable, adaptable trading strategy is crucial in navigating the complexities of the market.

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