Reddit reviews Systematic Trading: A unique new method for designing trading and investing systems

Technical analysis on its own is literally astrology. There is no feedback loop to tell you if you're right, or lucky, even if you don't lose money.

Not to say that technicals are inherently bad. It's just that the good indicators were absorbed into the quantitative school of thought some time ago, while the random shapes were largely discarded.

3rd, how you size your bets in relation to how certain you are about direction isn't really covered by technical analysis.

4th) the key insight to fundamental analysis; that a dollar is still worth a dollar regardless of whether you pay 40c, 50c, or w/e, doesn't apply to trading, because timing matters greatly. This is why you'll want to look into standardizing your volatilities.

this is a great high level book. The author breaks down exactly who would use what aspects of a quantitative system, and you only have to read those sections. Although I imagine you'll be interested enough to cover the whole thing

That's quite a range of investments from quant equities to private companies and real estate. Thanks for the other book recommendation - just ordered it. I was recently reading this book by a former AHL portfolio manager. Found it a bit confusing since he uses a lot of heuristics which he doesn't fully explain.

I seriously do not understand why people don't read books...

1. Your Q is answered here: https://www.amazon.com/Systematic-Trading-designing-trading-investing-ebook/dp/B014J5LNSY/ref=sr_1_1?ie=UTF8&qid=1550052350&sr=8-1&keywords=carver+trading
   
   
2. Since MA crossover has very low OOS performance, it means that you can not guess an exact parameter set that will work for next OOS period. On the other hand, a subset of parameters (your N combinations) might work better. Carver is advocating this approach with some improvements.
   
   
3. You can effectively move from trading 100 strategies, to trading 1 strategy with signal being sum of signals of your 100 strats with 1/100 weight. So when all say 'go long' it's 1, all 'go short' -1, and (-1,1) for all other combinations. Scaling in and out of a position.