This was a very far-reaching and lively discussion of artificial intelligence, robot trading and walk-forward analysis. Lots of excellent questions from the audience.
Topics include but are not limited to -
- How AI is missing common inputs used by human traders,
- Modelling the expertise of human traders using Expert Systems,
- The dangers of using computers to blindly create strategies,
- Retail edges vs Institutional edges and how private traders can compete,
- The lifespans of edges (are they getting shorter?),
- The Dynamic Statistical Profile of strategies and taking strategies offline,
- Correlations (and how correlation can be a 2-edge sword),
- Objective functions and when it doesn’t matter which one you choose,
- Using performance feedback and indicators on equity curves,
- Adaptive trading systems
- Fitting your process to your objective
The talk and question and answer session runs about 60 minutes. It is on YouTube.
I hope you enjoy it. I did,
Click on the image below to go to the presentation