There are no items in your cart
Add More
Add More
| Item Details | Price | ||
|---|---|---|---|
"Understanding and Mitigating Curve Fitting in System Trading"! This dynamic session aims to equip novice to intermediate traders, quantitative analysts, and financial engineers with the essential skills to prevent overfitting in trading systems. By diving deep into the intricacies of curve fitting and its consequences, we'll explore the best practices for developing robust systems. With real-world examples and interactive discussions, you'll leave with actionable insights and tools to improve your trading strategies. Join us in unraveling the complexities of curve fitting and safeguarding your trading success!
Introduction
- Overview of system trading and the role of quantitative models.
- Definition of curve fitting: Fitting a model too closely to historical data, which may not perform well in the future.
- Brief on why it’s critical in trading systems.
Course Objectives
- Define curve fitting and its importance in system trading.
- Identify the signs of curve fitting in a trading system.
- Understand the consequences of overfitting.
- Learn strategies to prevent curve fitting.
- Apply best practices in developing robust trading systems.
Understanding Curve Fitting
- Detailed explanation of curve fitting and overfitting.
- Examples of curve fitting in trading systems.
- The difference between good fit and overfit.
Consequences of Curve Fitting
- Impact on predictive power and performance out of sample.
- Real-world examples of losses due to overfitted models.
Detecting Curve Fitting
- Signs that your model may be overfitted.
- Tools and methods for diagnosing curve fitting in your system.
Mitigating Curve Fitting
- Best practices in data management: Out-of-sample testing, cross-validation.
- The importance of simplicity in model design.
- Regularization techniques to prevent overfitting.
Building Robust Trading Systems
- Strategies for developing systems that are resilient to curve fitting.
- Importance of ongoing monitoring and adaptation.
Interactive Q&A Session
- Open floor for participants to ask questions and discuss real-life challenges they face in system trading and curve fitting.
Conclusion
- Recap of key points.
- Encouragement to apply the learned concepts.
- Further resources for deepening understanding.
Materials and Resources
- Presentation slides.
- Case studies of trading systems with analysis on curve fitting.
- List of software and tools for backtesting and curve fitting analysis.
- Further reading list: Books, articles, and research papers.
Comprehensive modules designed to take you from beginner to expert
Everything you need to succeed in your learning journey
Learn live with top educators, chat with teachers and other attendees, and get your doubts cleared.
Our curriculum is designed by experts to make sure you get the best learning experience.
Interact and network with like-minded folks from various backgrounds in exclusive chat groups.
Stuck on something? Discuss it with your peers and the instructors in the inbuilt chat groups.
Flaunt your skills with course certificates. You can showcase the certificates on LinkedIn with a click.
Learn by doing with real coding examples, institutional grade analysis, and data-driven insights.
Hear what our students have to say about their learning experience
All our live sessions are recorded and available for watching the same day.
Depends on your subscription period. Generally, most of our flagship courses are valid for up to 1 year. However, one can extend the subscription up to 2 years depending upon their subscription period.
We generally use Amibroker 7.0 version for Amibroker AFL coding, NinjaTrader 8 + Bell TPO Tools for Market Profile and Order Flow tools. We don't do any personal software recommendation or broker recommendation as we are broker-neutral and vendor-neutral.
We don't offer refunds once the course is purchased. Kindly consider going through the preview videos, talk to the Marketcalls team, connect with us, and clarify your concerns before enrolling in the course.
Institutional-grade learnings and deeper insights, building curiosity in you, elevating your creativity, and making you understand complex concepts with simple terms.
Yes, we rely heavily on AI coding tools to code and even to analyze the markets.
You will get access to PDF presentations, course materials, source codes, and resources.
The community access is lifetime and will be available only to the users enrolled in flagship mentorship courses.
Our team is here to help! Connect with us for personalized assistance.
Join thousands of successful traders who have mastered the markets
7-day money-back guarantee • Lifetime access • Certificate of completion
