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Overfitting quantitative trading strategies are different. Due to over-optimization when fitting sample data, and thus fitting the characteristics of the noise in the sample, the results under optimization of historical data are often very good, which will only be apparent in actual transactions. Poor generalization ability is commonly known as low generalization ability. In the actual development process of quantitative trading strategies, this property increases the difficulty of over-fitting judgment. #whycrypto #xiaoyiclub #ETH #Web3 #Binance

Overfitting quantitative trading strategies are different. Due to over-optimization when fitting sample data, and thus fitting the characteristics of the noise in the sample, the results under optimization of historical data are often very good, which will only be apparent in actual transactions. Poor generalization ability is commonly known as low generalization ability. In the actual development process of quantitative trading strategies, this property increases the difficulty of over-fitting judgment. #whycrypto #xiaoyiclub #ETH #Web3 #Binance

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