Artwork

Content provided by Better Trader Academy, Andrew Swanscott, and Tomas Nesnidal. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by Better Trader Academy, Andrew Swanscott, and Tomas Nesnidal or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://ppacc.player.fm/legal.
Player FM - Podcast App
Go offline with the Player FM app!

Episode 031: Is your out of sample testing even valid?

38:53
 
Share
 

Manage episode 233019971 series 2372134
Content provided by Better Trader Academy, Andrew Swanscott, and Tomas Nesnidal. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by Better Trader Academy, Andrew Swanscott, and Tomas Nesnidal or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://ppacc.player.fm/legal.

Strategy validation is a crucial part of live trading.

Get it wrong and the results can be disastrous.

Traders rely on various techniques to validate strategies, including out of sample testing, but how do we know if the approaches we’re using are even valid?

In today’s podcast episode we discuss a series of questions submitted by trader Sam.

Sam raises a number of interesting points about out of sample testing that all traders need to consider, including:

  • How much out of sample data is sufficient to identify a stable relationship,
  • How do you know that what worked in Out of Sample testing will continue to work,
  • Is it even possible to avoid curve-fitting,
  • Why you should NEVER use trading techniques as crutches,
  • Plus much more.

Do you have any trading questions you’d like answered? Submit them here, and we may cover them in a future episode!

  continue reading

88 episodes

Artwork
iconShare
 
Manage episode 233019971 series 2372134
Content provided by Better Trader Academy, Andrew Swanscott, and Tomas Nesnidal. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by Better Trader Academy, Andrew Swanscott, and Tomas Nesnidal or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://ppacc.player.fm/legal.

Strategy validation is a crucial part of live trading.

Get it wrong and the results can be disastrous.

Traders rely on various techniques to validate strategies, including out of sample testing, but how do we know if the approaches we’re using are even valid?

In today’s podcast episode we discuss a series of questions submitted by trader Sam.

Sam raises a number of interesting points about out of sample testing that all traders need to consider, including:

  • How much out of sample data is sufficient to identify a stable relationship,
  • How do you know that what worked in Out of Sample testing will continue to work,
  • Is it even possible to avoid curve-fitting,
  • Why you should NEVER use trading techniques as crutches,
  • Plus much more.

Do you have any trading questions you’d like answered? Submit them here, and we may cover them in a future episode!

  continue reading

88 episodes

All episodes

×
 
Loading …

Welcome to Player FM!

Player FM is scanning the web for high-quality podcasts for you to enjoy right now. It's the best podcast app and works on Android, iPhone, and the web. Signup to sync subscriptions across devices.

 

Quick Reference Guide

Copyright 2025 | Privacy Policy | Terms of Service | | Copyright
Listen to this show while you explore
Play