Walk forward test

Posted by on Jan 15, 2015 in Featured

Walk forward test

Q: We all know that future performance does not resemble past performance. If I have found a good trading model for a stock, should I perform some walk forward test? If yes, how can I reserve some price data (which has never been seen by the model) for the walk forward test? Technically, how can I conduct the test? A: Our models are purely statistical. We took every care to avoid any chance of using forward info or any other technique, which could compromise optimization...

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