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- Walk_forward_optimization abstract "Walk forward optimization is a method used in finance for determining the best parameters to use in a trading strategy. The trading strategy is optimized with in sample data for a time window in a data series. The remainder of the data are reserved for out of sample testing. A small portion of the reserved data following the in sample data is tested with the results recorded. The in sample time window is shifted forward by the period covered by the out of sample test, and the process repeated. At the end, all of the recorded results are used to assess the trading strategy.It means to get the most suitable/stable parameters of the system and run the system with these parameters using another segment of data and these two segments of data do not overlap each other. It is the culmination of the following methods and helps in creation of robust systems.Backtesting is using past data to test a trading system. It's useful because, if a system was not profitable in the past, that's a strong sign it won't be profitable in the future. It refers to applying a trading system to historical data to verify how a system would have performed during the specified time period.Forward testing is also known as Walk forward testing is the simulation of the real markets data on paper only. It means that though you are moving along the markets live, but you are not actually putting in real money, but doing virtual trading in lie markets to understand the movements of markets better. Hence, it is also called as the Paper Trading. Forward performance testing is a simulation of actual trading and involves following the system's logic in a live market.".
- Walk_forward_optimization wikiPageExternalLink ai_n24296459.
- Walk_forward_optimization wikiPageID "30260760".
- Walk_forward_optimization wikiPageLength "11587".
- Walk_forward_optimization wikiPageOutDegree "17".
- Walk_forward_optimization wikiPageRevisionID "651963714".
- Walk_forward_optimization wikiPageWikiLink Backtesting.
- Walk_forward_optimization wikiPageWikiLink Category:Finance.
- Walk_forward_optimization wikiPageWikiLink Category:Mathematical_finance.
- Walk_forward_optimization wikiPageWikiLink Category:Stock_market.
- Walk_forward_optimization wikiPageWikiLink Category:Technical_analysis.
- Walk_forward_optimization wikiPageWikiLink Cross-validation_(statistics).
- Walk_forward_optimization wikiPageWikiLink Curve_fitting.
- Walk_forward_optimization wikiPageWikiLink Finance.
- Walk_forward_optimization wikiPageWikiLink Mathematical_optimization.
- Walk_forward_optimization wikiPageWikiLink Overfitting.
- Walk_forward_optimization wikiPageWikiLink Robert_E._Pardo.
- Walk_forward_optimization wikiPageWikiLink Trading_strategy.
- Walk_forward_optimization wikiPageWikiLinkText "Walk forward optimization".
- Walk_forward_optimization wikiPageUsesTemplate Template:Reflist.
- Walk_forward_optimization wikiPageUsesTemplate Template:Use_dmy_dates.
- Walk_forward_optimization subject Category:Finance.
- Walk_forward_optimization subject Category:Mathematical_finance.
- Walk_forward_optimization subject Category:Stock_market.
- Walk_forward_optimization subject Category:Technical_analysis.
- Walk_forward_optimization hypernym Method.
- Walk_forward_optimization type Software.
- Walk_forward_optimization type Field.
- Walk_forward_optimization type Market.
- Walk_forward_optimization type Occupation.
- Walk_forward_optimization type Page.
- Walk_forward_optimization type Redirect.
- Walk_forward_optimization comment "Walk forward optimization is a method used in finance for determining the best parameters to use in a trading strategy. The trading strategy is optimized with in sample data for a time window in a data series. The remainder of the data are reserved for out of sample testing. A small portion of the reserved data following the in sample data is tested with the results recorded.".
- Walk_forward_optimization label "Walk forward optimization".
- Walk_forward_optimization sameAs Q7962065.
- Walk_forward_optimization sameAs m.0g9x0sk.
- Walk_forward_optimization sameAs Q7962065.
- Walk_forward_optimization wasDerivedFrom Walk_forward_optimization?oldid=651963714.
- Walk_forward_optimization isPrimaryTopicOf Walk_forward_optimization.