Systems Philosophy · “Parameter Stability Matters More Than Perfection: Avoid Strategy Overfitting”
Don’t use parameter tuning to soothe your anxiety. A handful of losses isn’t enough to conclude that a strategy has failed. Clearly state the goal of any proposed change, then test it against independent data.
#策略过拟合 #参数稳定 #交易心理
Don’t use parameter tuning to soothe your anxiety. A handful of losses isn’t enough to conclude that a strategy has failed. Clearly state the goal of any proposed change, then test it against independent data.
#策略过拟合 #参数稳定 #交易心理