tag:blogger.com,1999:blog-261139923818144971.post8992657102478908870..comments2024-03-27T07:58:49.946+00:00Comments on This Blog is Systematic: The three kinds of (over) fittingRob Carverhttp://www.blogger.com/profile/10175885372013572770noreply@blogger.comBlogger9125tag:blogger.com,1999:blog-261139923818144971.post-76059031703637047282021-09-24T08:54:39.890+01:002021-09-24T08:54:39.890+01:00Ah I've started book four! It's not about ...Ah I've started book four! It's not about curve fitting. That will probably be book five!<br /><br />There isn't a video of that talk. The closest thing would be a youtube interview on the same topic https://youtu.be/vGhzvJbJzEc<br />Rob Carverhttps://www.blogger.com/profile/10175885372013572770noreply@blogger.comtag:blogger.com,1999:blog-261139923818144971.post-60907952907505019172021-09-23T22:30:55.836+01:002021-09-23T22:30:55.836+01:00If you ever do a fourth book on trading systems, w...If you ever do a fourth book on trading systems, would love to see further discussion on the intricacies of curve fitting. (personally read all three of your books:))<br /><br />Is there an online video that goes with the attached slides?https://drive.google.com/file/d/1_V598h9Y8ldL04VksHA01oWyztjlMLjh/view<br /><br />Thank you.anonymous readerhttps://www.blogger.com/profile/12293511711873919318noreply@blogger.comtag:blogger.com,1999:blog-261139923818144971.post-9891194363150661492021-09-22T14:37:03.620+01:002021-09-22T14:37:03.620+01:00Genuinely hope the new book is a rom-com charting ...Genuinely hope the new book is a rom-com charting the love life of an overzealous backfitter.Tanzilhttps://www.blogger.com/profile/13494541527129374462noreply@blogger.comtag:blogger.com,1999:blog-261139923818144971.post-32680638923814620482021-09-22T14:30:56.186+01:002021-09-22T14:30:56.186+01:00I found this pretty insightful, and has given plen...I found this pretty insightful, and has given plenty of food for thought. Thanks for writing this and sharing. Bought your book on the back of this.Tanzilhttps://www.blogger.com/profile/13494541527129374462noreply@blogger.comtag:blogger.com,1999:blog-261139923818144971.post-390390129020704782021-09-06T08:30:16.512+01:002021-09-06T08:30:16.512+01:00"Systematic Trading" has some stuff, but..."Systematic Trading" has some stuff, but yes it could fill an entire book. I've only just started another book, so you will have to wait a few years before the overfitting book comes out :-)Rob Carverhttps://www.blogger.com/profile/10175885372013572770noreply@blogger.comtag:blogger.com,1999:blog-261139923818144971.post-3135782391227300512021-09-06T08:06:16.978+01:002021-09-06T08:06:16.978+01:00Dear Rob, thanks for this insightful article. Love...Dear Rob, thanks for this insightful article. Love it! <br />I think most people are not taking overfitting seriously enough. <br /><br />If I want to learn more about this topic, which one of your books can you recommend? I think you should write a whole book about Overfitting in Backtesting. :-)omegahttps://www.blogger.com/profile/16817859910021203678noreply@blogger.comtag:blogger.com,1999:blog-261139923818144971.post-40004698975724796962021-09-03T10:23:15.443+01:002021-09-03T10:23:15.443+01:00just fyi you have a small typo -> "lokoing...just fyi you have a small typo -> "lokoing"<br />and thanks for your monthly blogposts, always a pleasure to read!bavohttps://www.blogger.com/profile/01494908547320700331noreply@blogger.comtag:blogger.com,1999:blog-261139923818144971.post-24819035969442564812021-09-03T10:08:00.121+01:002021-09-03T10:08:00.121+01:00Well it's only the 3rd September, so that'...Well it's only the 3rd September, so that's maybe not an especially high bar. But thanks for your kind comment anyway!Rob Carverhttps://www.blogger.com/profile/10175885372013572770noreply@blogger.comtag:blogger.com,1999:blog-261139923818144971.post-89596795194197553802021-09-03T10:01:43.385+01:002021-09-03T10:01:43.385+01:00Hi Rob,
This is the best thing i've read all m...Hi Rob,<br />This is the best thing i've read all month!<br />I really like how you codified the "cardinal sins" of strategy development and backtesting. <br />Thanks for this.RShttps://www.blogger.com/profile/13367949022897522674noreply@blogger.com