Optimization paradox

Discussions about the testing and simulation of mechanical trading systems using historical data and other methods. Trading Blox Customers should post Trading Blox specific questions in the Customer Support forum.
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LeviF
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Optimization paradox

Post by LeviF »

In CF's optimization paradox report, the last line states "In a future article, I will discuss how to improve the predictive value of optimized tests to compensate for the Optimization Paradox." Does this "future article" exist?
Tim Arnold
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Post by Tim Arnold »

No further articles were written on the topic, or any other topic.
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