"I like Michael’s idea in principle, but I wanted to give you a sense of what can
all too easily go wrong with GP modeling, even using techniques such as
multi-time frame fitting and Monte Carlo simulation to improve robustness
testing."
But I am very skeptical of his e-mini system at the end of his blog with 240 trades only in 24 years.
TraderS
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Jul 12, 2014, 7:30:06 AM7/12/14
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Yeah, many things can go wrong with GP modelling and they did with his system, see curve-fitting
Elon
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Jul 27, 2014, 7:00:42 AM7/27/14
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He just discovered price pattern trading this guy: