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Surprised to see that some think Ed Thorp is wrong. Who? Ed. Thorp. Give me a break. BTW @basha, good article. Thanks.

The one that will break your account matters.

We need some real I, RI, not AI.

ROLFMAO

Any chart traders left?

System parameter permutation for losers. :)

All of TA is fake.

Big one is coming.

Big one is coming. I let you choose direction.

Call it luck then.

There is no know method to avoid curve-fitting because you do not know whether system is curve-fitted or not.

Stop trolling people and start to trade. Trolling won't help.

Trend following is done. Everyone with skin in the game knows that. There will always be outperformance from lucky manages/traders but the style/method is done.

For example?

Minimizing quantity and maximizing quality of features is necessary for avoiding over-fitting. I think this is one reason Price Action Lab works better than machine learning with several features. This is one of the best articles I have come across that explains the dangers from data-mining in...

LOL. True.

You need a dumb seller to go long.:)

You are correct, no tick bars. I checked again after a while and documentation has improved significantly. Still without tick bars their fill model produces much better backtests than when using higher granularity that is common. Also I noticed the platform is gaining popularity among some...

Not only outdated but unless one is not planning of going fully automate/collocated and backtest strategy on at least minute data chances are will trade randomly against vicious market maker robots.

I think he is saying that some people may try to convince others to develop systems in their platform with the objective of profiting from them. I think Quantopian advertises this openly and promises a cut. They are sincere about it. The question is how long the edge if any will last when the...