Thank you for the detailed reply! Gave me some additional context. Now wishing I paid more attention at econometrics at university and hung out with modellers more haha.
On your suggestion, I searched Howard Bandy and found his blog - http://blueowlpress.com/ I'll spend some time watching his videos and reading his material to dive further into the foundation / context.
Great point about being mindful of continually testing a system, something I thought about last night as being a challenge, prior performance / future results and all that jazz. Will be interesting how Bandy addresses this.
My other thought right now, is how machine learning could be applied here. Providing it with a variety of parameters and letting it work away to solve. Then of course certain models will work in certain market environments etc. Above my current capabilities by far, but interesting none the less.
Intuitively this is a long term project, intellectually interesting and potentially down the line financially positive.
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