I found this article interesting: “All that Glitters Is Not Gold: Comparing Backtest and Out-of-Sample Performance on a Large Cohort of Trading Algorithms”. They studied a huge ...
Hi again Venka, I was able to track down, at last, George's post for you on your question about George's view. url
Hi Venka, I hope you are doing well also sir. In regards to what other posters say & mean I feel it is best, for another, never to try and paraphrase what others have said. For ...
Just based on the equity curve of an optimization there is nothing you can say about the forward test. It is not hard to find beautiful equity curves with optimization, but that ...
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