Australian (ASX) Stock Market Forum

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No no you misunderstand me.


The first thing to take notice of and the most important aspect of robustivity is the right sort of relationship between parameter sets (already defined).


Comparative performance using multiple parameters = robust


Comparative performance using multiple markets / instruments = increased probability of the system being robust


Non comparative performance using multiple parameters = not robust


Non comparative performance using multiple markets / instruments = inconclusive


Comparative performance using multiple markets / instruments AND multiple parameters = very robust (ie. where do I send my cheque?)


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