Strategy Quant X Verified Guide
Metrics to report:
WFA is the gold standard for optimization. Instead of a single optimization on the entire dataset, WFA divides data into segments (e.g., 2 years optimization, 6 months test). strategy quant x
Metrics to report:
WFA is the gold standard for optimization. Instead of a single optimization on the entire dataset, WFA divides data into segments (e.g., 2 years optimization, 6 months test). strategy quant x