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2.3) Why Trading Optimizations need a Statistically Significant Sample Size (Number of Trades)

This is episode 3 of a 4-part tutorial series that considers the process of extracting the parameters with the best possible edge from an optimization process using a technique called ‘Statistical Power Analysis’. Brought to you by Darwinex: UK FCA Regulated Broker, Asset Manager & Trader Exchange where Traders can legally attract Investor Capital and charge Performance Fees: https://www.darwinex.com/?utm_source=... The quantitative study undertaken illustrates just how important ‘sample size’ – the number of uncorrelated trades - is to an effective optimization process. It looks at how we need to dispel the myth that we can always be successful in finding the best parameters from an optimization. Instead it considers how algo traders need to operate like statisticians and think in terms of probabilities of obtaining a certain level of statistical significance if they are truly going to succeed in extracting maximum potential from their trading strategies. If algo traders are relying on small sample sizes in their optimizations, this study shows how they won’t be getting this maximum potential from their algos. For viewing the whole series in one place, visit https://community.darwinex.com/t/vide... ----------------------- IMPORTANT REQUEST: Please please please.. if you find this content useful, please do consider liking and sharing it on YouTube, Twitter, Facebook, LinkedIn and whatever other social networks you have circles in. Darwinex relies almost exclusively on organic growth, primarily through recommendation via informative content. YouTube’s algorithms measure the quality of Darwinex content on the basis of: Reach Engagement and several other related variables With seemingly small actions such as: Clicking the Like button Clicking the Subscribe button Clicking the Share button (on YouTube) and distributing our content etc … YOU inform YouTube’s algorithms of your sentiment towards Darwinex, thereby directly helping Darwinex MASSIVELY in achieving organic growth. Thank you very much for your kind consideration! ----------------------- Risk disclosure: https://www.darwinex.com/legal/risk-d... ** Fancy joining a vibrant community of algorithmic traders, quants and data scientists focused on financial hacking? Join the Darwinex Collective Slack Workspace: https://join.slack.com/t/darwinex-col... #algorithmictrading #poweranalysis#alpha #trading #finance #backtesting #darwinex