public

Webcast: “Three Judases: Overfitting three different ways” with Robert Carver

When:
July 14, 2021 @ 12:00 pm – 1:00 pm
2021-07-14T12:00:00-04:00
2021-07-14T13:00:00-04:00
Cost:
Free for Members; $15 for Non-Members

In this talk Rob discusses the endemic problem of overfitting systematic trading systems. He explains the obvious, and less obvious, consequences of getting carried away with fitting. Rob also discusses three types of fitting: The one everyone has heard of, another you do but don’t admit to, and one you may not even realize you are doing. Finally, he introduces some methods you can use to avoid committing the various crimes of overfitting

Presenter(s)

Robert Carver

Robert Carver

Robert Carver is an independent systematic futures trader, writer and research consultant; and is currently a visiting lecturer at Queen Mary, University of London.  He is the author of Systematic Trading: A unique new method for designing trading and investing systems,...