Walk-Forward testing: the importance of trading strategy testing
Walk-Forward testing: the importance of trading strategy testing
Out-of-Sample testing is an essential practice to prevent curve-fitting during the optimisation of a trading strategy. Walk-Forward testing improves on the notion of out-of-sample data testing and was created as an ongoing, adaptive strategy. Its creation is generally credited to Robert Pardo (an essential reading book for trader) The way it works is pretty straightforward. It’s a mixture of…
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