
5-Fold Cross-Validation Example
An example of a 5-Fold Cross-Validation study to investigate the robustness of a simple systematic trading strategy.
An example of a 5-Fold Cross-Validation study to investigate the robustness of a simple systematic trading strategy.
Some additional rules to add to your managed futures price series data validation protocol.
In describing price moves we often hear the expression escalator up elevator down. But is it really true? We investigate.