Alle boeken

Professioneel

Apps Over Coach Inloggen Begin met lezen

Quantitative Finance · Begrippenlijst

Wat is Walk-forward analysis?

Definition 20.6 Research Craft: Predictors, Backtests, Measurement, Portfolios · Hoofdstuk 20 — Overfitting

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.

Lees in het hoofdstuk →