{"id":248730,"date":"2026-07-17T10:30:47","date_gmt":"2026-07-17T14:30:47","guid":{"rendered":"https:\/\/ibkrcampus.com\/campus\/?p=248730"},"modified":"2026-07-17T10:35:00","modified_gmt":"2026-07-17T14:35:00","slug":"algo-advantage-052-martyn-tinsley-beyond-the-backtest","status":"publish","type":"post","link":"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/algo-advantage-052-martyn-tinsley-beyond-the-backtest\/","title":{"rendered":"Algo Advantage 052 \u2013 Martyn Tinsley \u2013 Beyond the BackTest"},"content":{"rendered":"\n<h2 id=\"h-contributor-podcast\" class=\"wp-block-heading\">Contributor Podcast<\/h2>\n\n\n\n<h3 id=\"h-algo-advantage-episode-052\" class=\"wp-block-heading\">Algo Advantage Episode 052<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">In this Algo Advantage podcast, host Simon and guest Martyn Tinsley discuss why robust trading strategies need more than a good backtest &#8211; disciplined testing, sound data, and experienced judgment are essential.<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">The episode is available on Algo Advantage blog: <a href=\"https:\/\/www.algoadvantage.io\/podcast\/052-martyn-tinsley-1\/\">https:\/\/www.algoadvantage.io\/podcast\/052-martyn-tinsley-1\/<\/a><\/p>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\" \/>\n\n\n\n<p class=\"wp-block-paragraph\"><em>Excerpt<\/em><\/p>\n\n\n\n<p class=\"wp-block-paragraph\" id=\"h-first-the-textbook-then-add-experience\"><strong>First the textbook, then add experience<\/strong><\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><em>\u201cEven if you have skill, you can look wrong for a very long time.\u201d \u2013 Cliff Asness<\/em><\/p>\n\n\n\n<p class=\"wp-block-paragraph\">A backtest (or even many of them) can tell you whether a strategy survived a historical test. It cannot tell you whether you were testing the right idea, in the right way, for the right purpose.<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">That gap matters.<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">There are plenty of methodologies for minimising over-fitting and increasing confidence that an idea might survive the real world: statistical tests, stress tests, multi-market testing, walk-forward analysis and so on. It all looks scientific. Sometimes it is. Sometimes, without experience, we confuse statistical validity with real-world operability and out-of-sample viability.<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">What I keep landing on is this: robust strategy development demands two complementary forms of competence, and only one of them is obvious at the beginning.<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><em>Visit<a href=\"https:\/\/www.algoadvantage.io\/podcast\/052-martyn-tinsley-1\/\"> Algo Advantage<\/a> to learn about this topic.<\/em><\/p>\n","protected":false},"excerpt":{"rendered":"<p>In this Algo Advantage podcast, host Simon and guest Martyn Tinsley discuss why robust trading strategies need more than a good backtest \u2013 disciplined testing, sound data, and experienced judgment are essential.<\/p>\n","protected":false},"author":1726,"featured_media":169779,"comment_status":"open","ping_status":"closed","sticky":true,"template":"","format":"standard","meta":{"_acf_changed":false,"footnotes":"","jetpack_post_was_ever_published":false},"categories":[339,338,341],"tags":[4873],"contributors-categories":[21000],"class_list":["post-248730","post","type-post","status-publish","format-standard","has-post-thumbnail","category-data-science","category-ibkr-quant-news","category-quant-development","tag-backtesting","contributors-categories-algo-advantage"],"pp_statuses_selecting_workflow":false,"pp_workflow_action":"current","pp_status_selection":"publish","acf":[],"yoast_head":"<!-- This site is optimized with the Yoast SEO Premium plugin v26.9 (Yoast SEO v28.0) - https:\/\/yoast.com\/product\/yoast-seo-premium-wordpress\/ -->\n<title>Algo Advantage 052 \u2013 Martyn Tinsley \u2013 Beyond the BackTest<\/title>\n<meta name=\"description\" content=\"In this Algo Advantage 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