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News Overfitting Score for strategies

News Overfitting Score for strategies as shown in 



https://youtu.be/0ZJ1_DLFdbM


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  • Votes +2
  • Project StrategyQuant X
  • Type Feature
  • Status New
  • Priority Normal

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t
#1

tnickel

17.10.2020 15:06
Voted for this task.
t
#2

tnickel

17.10.2020 15:08

Hi very good video,

this feature can be used


1) for optimaziation (remove big trades)

2) show how overfitted the strategies are


Votes: +2

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