Robert Carver joins us back on the show to discuss why simulating ‘noisy’ data in your backtest can add to robustness, how similar strategies can still result in widely varying returns, how to choose the right look-back period, trading continuous vs binary systems, and how much automation should be used when running a system.
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Episode TimeStamps:
00:00 – Intro
01:06 – Global Macro Discussion
04:24 – Macro recap from Niels
06:02 – Weekly review of performance
13:57 – Choosing the right look-back period/time-frame
24:54 – Adding noise to your backtest
30:54 – Using capital more efficiently
42:06 – Binary vs continuous systems
57:32 – How automated should your system be?
01:06:36 – Benchmark performance update
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