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Walk forward analysis

What is Walk Forward Analysis and which are the Good Practices while Backtesting

What is Walk Forward Analysis and which are the Good Practices while Backtesting

Posted on December 17, 2017| Posted in Blog, General Articles

While backtesting there are some good practices to respect, first of all the consistency of your dataset and the the quality of the model. We suggest to run walk forward analysis while backtesting in order to avoid overfitting

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