Strategy Reviews7 months ago
Posted by aanyaverma22216 views

Avoiding Strategy Overfitting

I've been guilty of overfitting in the past, especially when backtesting a new idea. It's easy to get caught up in the excitement of a profitable model, only to watch it fall apart in live markets. To combat this, I'm focusing on simplicity and only incorporating a few key variables into my strategies. I'd love to hear how others approach this issue - what are your tactics for avoiding overfitting?

5 comments

Add a comment

Comments

No comments yet. Start the discussion!