https://hackerpaper.kaipfister.de/p/1206.4626/Collected HN comments and submissions linking this paper.enMon, 02 Nov 2026 11:16:22 GMThttps://news.ycombinator.com/item?id=5438248urn:hackerpapers:mention:1206.4626:5438248Mon, 25 Mar 2013 17:22:33 GMT<p>Certainly that&#x27;s always a risk. Zipline does however support simulating transaction-costs and slippage so those will be accounted for (as best as possible). As for market-paradigm shifts, I totally agree. One way to deal with that is to constantly re-optimize the parameters based on recent data. This is also known as walk-forward optimization on which there is a slide at the very end (see http://blog.quantopian.com/parameter-optimization/ for a more information). Finally, as to running multiple strategies with different parameter settings. The OLMAR paper that describes the algorithm…</p><p><a href="https://hackerpaper.kaipfister.de/p/1206.4626/">Paper and discussion history</a>. A mention is not an endorsement.</p>cs.CE