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Jim Dean

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Posts: 3111

Joined: 3/13/2006
Location: L'ville, GA

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Subject : RE: XLS-19 V2 + other strategies
Posted : 5/23/2017 11:57 AM
Post #29563 - In reply to #29562

Hi Lain

How well does the same thing worked with a random list of say 100 symbols chosen from the Russell 2k filtered for those that existed back enough years? Random = maybe use every 20th symbol in the existence-filtered alpha list.

Doing that might help eliminate impacts of any inadvertent curve fitting during development.
Deleting message 29563 : RE: XLS-19 V2 + other strategies


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