Stocks & Commodities V. 40:07 (67): Algo Q&A by Kevin J. Davey

Stocks & Commodities V. 40:07 (67): Algo Q&A by Kevin J. Davey
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Algo Q&A by Kevin J. Davey

RE-OPTIMIZATION PERIODS

What is your philosophy on re-optimization periods for walkforward testing? Ive seen a few educators claim you should re-optimize every day.

Wow, this is one of the more detailed questions Ive had in this column. Ill try to answer it without getting too bogged down in minutiae ...




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