Good Articles to Share
[转帖] 程式交易很好用，但不能犯這2種錯…
若以前考試時背過考古題，或是死背過答案，一定很容易就理解這兩
curve fitting 曲線套入；
over fitting 過度最佳化；
在進行交易系統設計與參數設定時，這兩個名詞常常被混淆使用。
「曲線套入curve fitting」
是指過度使用歷史資料 當使用的參數過多，或策略方程式過於繁雜，很容易使策略在過去變
舉例來說，在考試前，有個學生只準備所有考古題，認為將它們全部
「過度最佳化over fitting」
則是在參數中尋找所謂的脈衝點，單純就績效或某個參考值選定最佳
有一位考生，念書完全沒有理解，但將所有考古題、課本習題的題目
或許這兩位學生偶然可以取得好成績，
但市場並不是一次考試，而是一天又一天，永無止盡的考驗。
「歷史會重演；但不會100%重演。」
來源：
Mr. Market 市場先生
More articles on Good Articles to Share
Philippines' Marcos vows to fight back after estranged VP's assassination threat
Created by Tan KW | Nov 26, 2024
Discussions
Be the first to like this. Showing 3 of 4 comments
Mr.OOi, Just to ask your opinion and your view on ASTRO....Is it the right time to collect?....Public Bank TP 3.29....
2013-09-08 12:17
forget about pb investment , our market is around 1700 , they r still in 800 pts , every counter got cap price .. and they cap it damn low ,, their research hse is sleeping all the time .. just wait till month ends & get buta gaji ....
2013-09-08 12:31
Post a Comment
Featured Posts
Introducing MY's First IPO Fund for Sophisticated Investors!
New Update. Discover investment communities that resonate with your ideas
M & A Value Partners IPO Equity Fund has been launched - Targeted 13% Return p.a
Latest Videos
Apps
Top Articles
1
2
3
TA Sector Research
4
Koon Yew Yin's Blog
5
Good Articles to Share
Le Pen makes new threat to withdraw support for French government
6
Good Articles to Share
7
Good Articles to Share
US lawmakers say Hong Kong is becoming hub for financial crime — report
8
Good Articles to Share
Global airfares set to rise yet again in 2025, Amex report says
#
Stock
Score
Daily Stocks
Stock Name
Last
Change
Volume
Stock Name
Last
Change
Volume
Stock Name
Last
Change
Volume
MQ Trading Signals
Stock
Time
Signal
Duration
Stock
Time
Signal
Duration
Featured Advertisers / Partners
Ride The Bull Short The Bear
CS Tan
4.9 / 5.0
This book is the result of the author's many years of experience and observation throughout his 26 years in the stockbroking industry. It was written for general public to learn to invest based on facts and not on fantasies or hearsay....
Ooi Teik Bee
Mr Tan,
"History will repeat itself; but it does not 100% repeat."
I agree and also disagree. I use the same indicators all the times. These indicators help me to confirm my Technical Analysis skill. I want to be as simple as possible. I used same 4 indicators all the times, so far so good. Thank you.
2013-09-08 11:37