A webcast presentation originally held on July 14th, 2021 by Robert Carver as part of the CMT Association’s Educational Web Series.
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.