News for hackers. Stuff that matters.
Re:Algorithmic Trading: The Play-at-Home Version by gnaritas on Tuesday August 11, 2015 @01:36AM (#10039265)
Back testing can't tell you something works, you're merely curve fitting no matter how careful you're trying to be; the role of back testing is making sure your algo trades when you expect it to. You need to forward test to see if it really works.

There are no comments on this comment yet.