Walk forward optimization
id:
walk-forward-optimization-268-17158878
title:
Walk forward optimization
text:
Walk forward optimization is a method used in finance to determine the optimal parameters for a trading strategy and to determine the robustness of the strategy. Walk Forward Analysis was created by Robert E. Pardo in 1992 and expanded in the second edition. Walk Forward Analysis is now widely considered the "gold standard" in trading strategy validation. The trading strategy is optimized with in-sample data for a time window in a data series. The remaining data is reserved for out of sample tes
brand slug:
wiki
category slug:
encyclopedia
description:
Method used in finance to determine the optimal parameters for a trading strategy
original url:
https://en.wikipedia.org/wiki/Walk_forward_optimization
date created:
date modified:
2024-03-19T08:43:10Z
main entity:
{"identifier":"Q7962065","url":"https://www.wikidata.org/entity/Q7962065"}
image:
fields total:
13
integrity:
14