Australian (ASX) Stock Market Forum

system optimisation

  1. Linus van Pelt

    System optimisation: IS training vs. OOS testing, and Paper Trading

    Hi, As I understand it... In Sample (IS) training: IS training is when you are optimizing your (hopefully!) frozen code. The object of the IS training is to solve for the best outcome of some objective function, say Net Profit, CAR/MDD, % System Drawdown, etc. Let's further say you might...
  2. T

    Software for risk management, performance tracking, system optimisation?

    I'm not sure if there is any application that fits under the umbrella of quantifying risk as well as tracking the performance of a trading system. Much of this can be done with a spreadsheet I suppose, but I wouldn't mind the processes being simplified somewhat, and perhaps being prompted to...
Top