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A comment on Show HN: How I Used Machine Learning to Optimize My Trading Algorithm. Parent comment

Re:Show HN: How I Used Machine Learning to Optimize My Trad... by Domenic_S on Wednesday March 27, 2013 @03:05AM (#5448221)
> I would like to see this run against 2008s market and see what would happen.

Disaster. I'm only in Nov and at -200% return, 88% drawdown. Ouch.

Edit: spoke too soon: -453% vs -45.3% bench in nov.

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