In any systematic trading strategy choosing the right combination of parameters for your model or approach is critical. So today, I wanted to share a valuable takeaway from a conversation with Bill Dreiss, where we discuss his thoughts, experience and approach to identifying parameter sets which I think you will find to be rather different to most managers. Bill and I discussed this as well as many other super interesting aspects of trading from his 40+ year career and I think these lessons will benefit you immensely.
