There are several important problems to solve in the current Brain. All problems after all is realated to the over all system design, and here are my ideas about the Brain system structure.
My principles are:
- Evaluation Process should be seperated and run independently.
- Risk also be seperated for different parameters in case to optimze them.
- Evaluation must them combine other system inputs and build the weighted model to simulate the results.
- Simulation and Live trading must be proven ‘engineering safe’ and tested.
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