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Why More Backtesting Can Make Your Trading Strategy Worse

Why More Backtesting Can Make Your Trading Strategy Worse

Published 2 weeks, 3 days ago
Description

This story was originally published on HackerNoon at: https://hackernoon.com/why-more-backtesting-can-make-your-trading-strategy-worse.
Bailey's math says five years of data buys you about 45 strategy variations. Most people blow through that in one afternoon.
Check more stories related to finance at: https://hackernoon.com/c/finance. You can also check exclusive content about #trading, #systematic-trading, #backtesting, #backtest-overfitting, #trading-strategy-testing, #backtesting-mistakes, #false-trading-edge, #strategy-optimization, and more.

This story was written by: @v33systematic. Learn more about this writer by checking @v33systematic's about page, and for more stories, please visit hackernoon.com.

Bailey's math says five years of data buys you about 45 strategy variations. Most people blow through that in one afternoon.

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