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optimize long trade e short trade separately
#478026
08/27/19
17:07
08/27/19
17:07
Joined:
Jul 2019
Posts: 26
M
maxwellreturn
OP
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maxwellreturn
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M
Joined:
Jul 2019
Posts: 26
if i have a mean reverting strategy with 2 parameters to optimize, can make sense optimize separately long and short condition? or it sure give an overfitted result? is there some rule of thumb to know in this situation?
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