How Often Should You Re-Optimize Your Strategy?
By Dave Mabe
In this week's episode of Line Your Own Pockets, we discuss a common question from systematic traders:
How often should you re-optimize your strategies?
The better you get at creating and optimizing strategies, the less you have to do it.
That's because your strategies will have more staying power.
We discuss:
How to optimize so you have to re-optimize as little as possible
How better columns directly translate into more robust strategies
Hold a rule "in reserve" so you can apply it when needed without full re-optimization
Documenting previous optimization decisions will make the next strategy better
And much more...
-Dave