When testing out a new strategy or systems for trading, betting (or a hybrid of both) what sort of sample size would you look for before you were 'confident' that you had a legitimate edge or 'winning system'?
Interested to hear people's thoughts on this.
Cheers
Stephen.
Models/Strategy & Sample Sizes
All depends on the strategy itself, in some cases you could say at least a year to allow for changes within the season, others strategy's may not be effected by this but in all cases more is always better
This video is worth a watch if you've not already seen it
https://www.youtube.com/watch?v=S-i3fSkT9LI
This video is worth a watch if you've not already seen it
https://www.youtube.com/watch?v=S-i3fSkT9LI