My favorite tool that I’ve learned since being in EST is Amibroker. I also like brute force optimization because it reminds me of what I did for the index strategies. I basically built the environment in Excel and VBA, which did a rolling forward brute force optimization like you have those windows every week. That’s a weakness of Amibroker for the brute, for the walking forward. It also takes the peak performance, and my optimization process took the most stable area, so there’s a difference.

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