7.1) Best-Practice Walk Forward Design for Trading System Optimizations

Описание: Designing a backtesting process and determining the ratio of the duration of the optimization phase to that of the walk forward phase is critical to a successful process.

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This episode shows how the design process should be undertaken using best-practice to facilitate both the optimal parameter extraction from the optimization phase alongside robust validation from the walk forward phase.

For viewing the whole series in one place, visit    • Algorithmic Backtesting & Optimization for...  

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#Optimization, #WalkForward, #Backtesting, #Ratio, #TradingSystemOptimization, #AlgoTrading, #AlgorithmicTrading