105: A Dangerous Optimization Assumption

Better System Trader - A podcast by Andrew Swanscott chats with professional traders Larry Williams, Ernest Cha

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Today I want to share an optimization insight from Perry Kaufman.

I was reading an article on a trading website and the author was making some assumptions based on the optimization results which may not have been entirely accurate.

I think alot of traders can get caught up making this same assumption...

I know I definitely have...

And it's good to be reminded of these types of things so we don't make the same mistakes.

Listen to Perry explaining what this assumption is, the danger in making it and how to overcome it.