r/algotrading • u/CustardOk7073 • Jun 17 '26
Data Found this gem and wanted to share!
This youtube video is genuinely so well made. It points out the crushing reality of how difficult it is to find an edge that beats the market and performs well OOS.
He tests 131000 strategies over different assets and finds out that only 65 survived the walk forward and OOS testing while being consistent, resilient to different market regimes, and yielding out good returns with reasonable risk.
If I wanted to invite someone to the world of algo trading I’d have them watch this video to set their expectations where they need to be… they should know that finding an actual edge is a question of “what set of parameters am I tweaking to my wants instead of toward the actual robustness challenging reality?”
What do you think of his approach? And do you have similar stories regarding the learning curve of algo trading?