5 Steps Curve Fitting in Quantitative Trading: How to Create a Robust Strategy?

Curve Fitting in Quantitative Trading How to Create a Robust Strategy

In this fast paced environment of quantitative trading, the holy grail of a trading strategy is curve fitting. Most traders follow this exactly: a strategy gets so precisely tailored over past market data that it looks logical but yet cannot continue to perform effectively in real trading. However, those strategies that appear too good to … Read more