Adrian ReidFounder of Enlightened Stock Trading

What Are Your Favorite Tools That You’ve Learned Since Being in EST

26 Sept 2023 · 0 min

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Short excerpt from a YouTube video (Adrian Reid, Sep 26, 2023) in which a speaker describes favorite tools learned in EST, focusing on brute-force and walk-forward optimization. The speaker explains they built an Excel+VBA environment to do rolling-forward brute-force optimization for index strategies and contrasts that with Amy Broker’s walk-forward feature (noting Amy Broker tends to pick peak-performing parameters, while their Excel process favored more stable parameter regions).

Amy Broker and I also like the brute force optimization because it reminds me of what I did. Like for the index strategies. I basically built an environment in Excel and VBA which did a rolling forward brute force optimization. Like.
You have this windows every week the parameters were optimized and then you had like. That's like a weakness of Amy Broker for the group. Like for the walking forward. It also take the peak performance and my optimization process took the most stable area. So yes, there's a difference. But yeah, learning how to use walking forward with Amy Broker doing the brute force optimization and realizing that there's a lot of powerful tools inside. Yes.