I’d like to share my thoughts on “Test Data Size,” one of the most debated topics when designing a system trading strategy. You might think, “Isn’t it better to use all the historical data available?” However, I take a different approach. (There is no single right answer in trading—if it makes a profit, that’s your […]
How I almost ruined my system by listening to an LLM TL;DR I asked AI to help with position sizing. It gave me super-precise numbers and looked amazing… until I realized it was pushing me straight into overfitting. After a year of live tracking on top Korean stocks, simple standard settings actually performed better. Why
This market dip was short but very strong. (2026.3~4) For about three weeks, I reduced position size.Finally, on April 9, 2026, this defensive stage ended. Usually, a bear market lasts for 1 or 2 months.This time, it only took 3 weeks. It was short, but the price changes were very fast and intense. The Reason
In my last post, I said the market gave a warning signal. It has been a week since I started reducing position size. Cutting the Entrance Before, if my trading amount was 100, now it is only 10 to 50. I cut it by more than half. Backtesting a system is one thing. Trading under
Recently, the market mood has changed. Tensions between the US and Iran are rising.This war issue has continued for four weeks now. To be honest, my “Alpha System” is not super fast at sensing danger.It is a bit slow. (Maybe it’s like me? 😉) But at the end of the third week, the system finally
[Introduction: The Secret of the World’s Greatest Quant Firm – Automation] Peter Brown, CEO of Renaissance Technologies—the world’s most successful quant hedge fund—shared an intriguing insight in a recent podcast interview. He emphasized that upon taking the helm, one of his top priorities was the “automation of every single process.” What struck me most was his
I use an old ThinkPad T530 for my Brawler System TradingPeople call it a “dinosaur” because it is so old. I keep it running 24 hours a day. It restarts itself every morning to stay fresh. What This Laptop Does This old friend works very hard for me: Korean Stock Market: It runs YesTrader from 09:00