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Organize to start adding modern models and agents (#20)
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agents/strategy_workflow/optimization.md
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agents/strategy_workflow/optimization.md
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## parameter optimization
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<br>
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* perform a search, for example grid search, over possible values of strategy parameters like thresholds or coefficients (using the simulator and a set of historical data)
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* overfitting to historical data is a big risk (be careful with validation and test sets).
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