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From: Ron Augustine <RonAug@xxxxxxxx>
>>I have studied, tested, and written systems for 14 years. Many of my own--
and many developed and certified by some of the most recognizable names in
the business. I never found one to hold up in real-time trading for more
than a few weeks, at best.<<
The more complex a system, in general, the more likely it will fail due to
overfitting the data. How simple or complex were these systems? It's hard to
measure complexity, so as a rough estimate, how many lines of EL code?
- MArk Jurik
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