overfitting

1 statements across 1 episodes · 0 bullish · 1 bearish · 1 people on the record · first statement Sep 9, 2021 by Leda Braga · across every show →

Everything said about overfitting, oldest first

Sep 9, 2021 negative
Insight
Braga: Overfitting data is the biggest sin for systematic traders
“Well, for the systematic trader, it's overfitting. It's just looking at all the data that you know is filled with randomness and coming out and say, ah, this is going to be a brilliant strategy and it's going to perform right. So overfitting to the data and th…”
Leda Braga Sep 9, 2021 ▶ 57:45 Leda Braga – Systematica Investments (Manager Meetings, EP.10)
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