Jan 26

Multi-State Classifiers

System Trading

One technique for optimizing systems is to create a regime filter. A most common example is a binary classifier that classifies the market into either bull or bear markets based on closing above or below the 200 day moving average. But, there are problems with binary classifiers and we will demonstrate why a multi-state classifier […]

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Jan 26

Why Graybox Trading

Graybox Trading

There are a few good reasons to build graybox systems and some not-to-so good reasons. One not-so-good reason might be if you really haven’t developed the skills required to develop profitable systems. But, if you can develop profitable systematic systems then why should you still be interested in graybox systems? First, if you have a strong market […]

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Sep 22

Why You Should Really Optimize and Even If You Don’t

System Trading

Why You Really Should Optimize And Even If You Don’t… Today’s topic is on optimization. Some system developers don’t believe in optimization. However, I’m going to show you why you should really learn how to optimize, and second I’m going to demonstrate that even if you don’t believe in optimization then “not optimizing” is not […]

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