Walk-forward analysis repeats, through time, the cycle of choosing a strategy on a trailing window and trading it on the next period, and judges the stitched out-of-sample periods.
Quantitative Finance · Glosario
Quantitative Finance · Glosario
Walk-forward analysis repeats, through time, the cycle of choosing a strategy on a trailing window and trading it on the next period, and judges the stitched out-of-sample periods.