Know how to avoid the #1 Mistake in Algo Development

Even the most well funded and well educated algorithmic developers run foul of curve-fitting.

Our guide will explain:

• What over-fitting is
• How over-fitting ruins your systems
• Techniques to avoid overfitting
  • Hold out data
  • Robustness of parameter values
  • Walk forward optimisation
  • Monte Carlo permutation analysis
  • Market stability checks
• Show the statistical evidence that robustness tests improve system outcomes