SI18: How to know if you are over-fitting your model parameters - a podcast by Niels Kaastrup-Larsen

Welcome to The Systematic Investor series. It's a great privilege for me to invite you to a behind the scenes conversation between some of my favorite systematic investors namely Jerry Parker and Moritz Seibert. We get on a "call" each week to discuss the events that took place through the lens of a Systematic Investor and how the trading strategies we work with are reacting. It's a raw and honest exploration and we hope you will join and be part of...not least by sending us questions that we can discuss. Please send your questions to info@toptradersunplugged.com

Episode Summary
00:00 - Intro
02:25 - Weekly recap
08:40 - Top tweets
24:05 - Question 1: CR Capital; Thoughts on Winton retreating from TF
30:55 - Question 2: Bill; Do you add to positions as the trend progresses
34:35 - Question 3: George; Why don’t you include short-term TF systems in a robust TF system
44:40 - Question 4: Nick; How would I know if I’m curve fitting my systems
53:10 - Question 5: Richard; Several questions about: historical data distributions; long-term trend following efficacy and related concerns
1:03:00 - Performance recap
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