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- Q7962065 subject Q7014671.
- Q7962065 subject Q7485053.
- Q7962065 subject Q8833025.
- Q7962065 subject Q9806663.
- Q7962065 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.".
- Q7962065 wikiPageExternalLink ai_n24296459.
- Q7962065 wikiPageWikiLink Q141495.
- Q7962065 wikiPageWikiLink Q1574928.
- Q7962065 wikiPageWikiLink Q331309.
- Q7962065 wikiPageWikiLink Q43015.
- Q7962065 wikiPageWikiLink Q541014.
- Q7962065 wikiPageWikiLink Q603159.
- Q7962065 wikiPageWikiLink Q7014671.
- Q7962065 wikiPageWikiLink Q7343872.
- Q7962065 wikiPageWikiLink Q7485053.
- Q7962065 wikiPageWikiLink Q798528.
- Q7962065 wikiPageWikiLink Q8833025.
- Q7962065 wikiPageWikiLink Q9806663.
- Q7962065 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.".
- Q7962065 label "Walk forward optimization".