Recent content by ByronAYoung

This is a great article, it's true that I'm potentially not conforming to his recommended criteria for an un-biased system, although I did recognize that I have an over-fitting problem. I've also not implemented some of his recommended methods for testing if a method isn't being biased (a random...

If you just use net worth the performance is biased towards the latter end of the time range being optimized (assuming fairly exponential growth). To avoid this I decided to use the mean normalized increase. This allows an early increase of 4000 to 4400 to have the same impact on the algorithm...

Seems like a normal least squares regression would work more effectively. If a regression correctly models a stock's behavior a day early or a day late but is "close" geometrically we don't necessarily care correct?

I like this question, I've been running my optimization constantly (even now), but I've been seeing a lot of over-specialization. But at the same time, I feel that optimizing less often wouldn't eliminate the problem, it would just over-specialize for a different time range. kut2k2's suggestion...

Hi I'm new to trading, just bought my first stock a little over a month ago. I decided to create a program to tell me which stocks to purchase. I'm documenting the process on an old blog I've resurrected: http://wharfworks.wordpress.com/category/stock-market-propagation/ I'm hoping to...