An advanced backtesting method. The strategy is optimized on one historical segment (in-sample) and then tested on the next segment (out-of-sample), repeatedly. This simulates real-world trading and helps avoid overfitting.
An advanced backtesting method. The strategy is optimized on one historical segment (in-sample) and then tested on the next segment (out-of-sample), repeatedly. This simulates real-world trading and helps avoid overfitting.