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by ssidley
Tue Sep 16, 2003 11:06 am
Forum: Testing and Simulation
Topic: Parameter Assignments and Optimization
Replies: 13
Views: 14244

how often to optimize, and a comment on OOS

Kiwi wrote 'Human nature doesnt have to change immutably but you are looking for a change in human behaviour that is likely to continue for a useful period. '

This is the rub. Because you dont know when it is that trader behaviour is going to change (until it is too late, and your system is losing ...