Thomas
Region: US
Friday 05 June 2026 20:21:42 GMT
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ً :
Lot of people r pretending to be u and selling courses
2026-06-05 20:32:03
52
Alex📉📉📉 :
How can you make sure you aren’t over fitting
2026-06-05 20:36:01
1
jrijemen :
Overfitting is a myth
2026-06-05 22:20:11
3
Dinesh Chetty :
not everyone is overfitting. some of us use so few parameters it very difficult to overfit. the more parameters, the more chance you are overfitting. keep it no more than two.
2026-06-05 20:47:39
4
Orion :
hahaha... false confidence, "high Sharpe = overfit", if so the opposite "low Sharpe = not overfit". since when overfitting is determined by Sharpe except in tiktok. the high Sharpe problem is not overfitting, but "do you include realistic cost model?" slippage model (news or gap), execution spread, contract roll over, commission, etc. Sharpe ratio is too fragile (not robust) for trading cost and trading execution. 5% error in execution will change dramatically Sharpe 😉
2026-06-06 00:31:57
2
y :
whats your take on auction market theory
2026-06-06 11:30:15
2
J :
i wanted to ask you a question, how versed are you in lévy processes ? I’m looking to build a new continous stochastic process and i wanted to run some idea by you
2026-06-05 21:24:24
1
jestre :
Alright but if I for example already did OOS and IS optmizations and WFO too
2026-06-06 10:24:27
1
Isaac Kogz 🇨🇦🍁 :
In other news, water is wet
2026-06-05 21:38:14
7
adishaz :
bro the problem is not the overfit its the thought that a one can build a HOLC strategy and expect an edge
2026-06-06 14:57:01
1
Osybear :
I am using ninjatrader to forward test, when would I ever consider running it on an evaluation?
2026-06-05 20:41:51
1
Exotic thoughts :
Do you like build alpha
2026-06-05 20:44:12
2
Nomel :
what if I got positive expectancy on the first run with a high sample size? not overfitted right?
2026-06-05 20:47:18
2
Scott Worrell :
Very good information
2026-06-05 20:54:58
4
@Odiephd :
Been there done that. Lesson learned!!
2026-06-06 13:22:13
1
Ivan :
Spot on. Genetic algos don't find the alpha, they just memorize historical noise. Those "50% return" guru backtests are literally just curve-fitted to a 10 year bull market. Without strict out of sample testing and walk forward analysis, it's just expensive historical fiction.
2026-06-07 00:44:49
0
sleepyrenz :
people dive into statistics just to swipe their card again after watching one of these videos 😭🍆🍆🍆
2026-06-05 21:27:33
1
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