Stocks & Commodities V. 38:03 (45, 55): Algo Q&A by Kevin J. Davey
Product Description
Algo Q&A by Kevin J. Davey
STRATEGY DEVELOPMENT
I was developing a strategy, and I normally use walkforward testing as part of my usual algo development process. Today, I created a strategy, and with no optimization of any kind, the initial ver-sion I created had a great-looking equity curve. I’m torn—should I just keep this unoptimized, non-standard version?
There is quite a lot to cover in your question ...
STRATEGY DEVELOPMENT
I was developing a strategy, and I normally use walkforward testing as part of my usual algo development process. Today, I created a strategy, and with no optimization of any kind, the initial ver-sion I created had a great-looking equity curve. I’m torn—should I just keep this unoptimized, non-standard version?
There is quite a lot to cover in your question ...
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