"3 ways traders kill their trading strategies (and how to avoid them)" - Rob Carver

[@BetterSystemTraderPodcast]

What was your #1 takeaway in my chat with Rob today? Let me know what you think in the comments below.

[@BetterSystemTraderPodcast]

_favourite quote: "The whole point of a backtest is it's supposed to replicate how you would have traded it historically... there is no time machine, so do not backtest your trading system as if you have a time machine."_

[@TehBr0]

Cheers for the interview. The chart showing in-sample vs out-of-sample error was brilliant.

[@BetterSystemTraderPodcast]

cheers TehBr0, I found that in-sample vs out-of-sample chart very interesting too!

[@IIIIALBYIIII]

This is amazing, thank you so much for gold content

[@BetterSystemTraderPodcast]

Glad you enjoy it!

[@niceday2015]

Excellent interview

[@BetterSystemTraderPodcast]

cheers swl

[@steelsystem9669]

Would you say between 500-1000 observations per instrument enough of a sample size?

[@revenge9431]

Question for Rob. Im struggling here with my systems. Im having so many issues with my python data api's. Im spending soo much time with it that i dont have time to do anything else. What do u do in this situation where the data apis are monopolizing your time. How do i move past this and get into what i need to do?

[@didileyonnel7649]

are you cleaning your data or what ??