Helping algo traders achieve their full potential with tools for trading system optimization using MLO (Machine Learning meets Walk Forward Optimization)
We had the pleasure of being interviewed by 'The Algo Advantage' last week, where we introduced our new technique for Algo Traders, called Walk Forward Correlation (WFC). This helps identify genuine structural edge in a trading strategies and quantify the extent of over-fitting.
“Not everything that counts can be counted, and not everything that can be counted counts.”
That line, usually pinned to Einstein, fits this article rather well. In trading strategy research, we can spend a long time counting the wrong thing: like, as Martyn at @TradeLaMachine says - whether the single best in-sample parameter set survives out-of-sample testing.
Martyn Tinsley’s novel new approach, Walk Forward Correlation, argues that this is often a comforting illusion. Conversely, the traditional approach can also wrongly lead to throwing a potentially profitable strategy away, just because it fails on one parameter set out-of-sample (OOS).
What matters is not whether one lucky setting survives, but whether the entire optimisation surface carries information from in-sample to out-of-sample performance.
This is a masterclass in robust strategy design principles.
https://t.co/3LWPvj9AAH
Just 4 days to go before the biggest trading event of the year. I'll be there presenting on a prabability-based trading methodology to increase performance. Join me and get a 30% discount using code Martyn30.
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WE ARE LIVE! 🔥
Put your #trading skills into practice with zero risk to your own money. If you trade well, you can generate capital for your strategy for only €38/month!
👉 Save €20 on your sign-up fee with this code: dwx20EURzero
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In my latest trader interview, you'll learn how an aspiring algo trader managed to trade full-time & build a successful fund 👇
https://t.co/9vGZskwhfg
Featuring @TradeLaMachine
We're saying bye to 2021 and we thought you'd like to see the most significant achievements at Darwinex. Thank you for making this story possible and we wish you a great start of 2022!! 🍾🥂
Our Seed Allocation Programme, DarwinIA, enables traders to rank for seed capital and receive 15% in performance fees on profits. Grow your inner manager with DarwinIA. Explore the new version of #DarwinIAChallenge today! https://t.co/II2Ax9hIf9