Machine learning in trading: theory, models, practice and algo-trading - page 1574
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Colleagues, why don't you stop measuring with rulers and tell simple peasants how to check synthetics for non-training?
This is the third time I've asked, but it's still thereForward test
The forward test
What should be its duration if the average order is open for 5-10 months?
A year?
What should be its duration if the average order is open for 5-10 months?
At least 10 months.
What should be its duration if the average order is open for 5-10 months?
A year?
Why a year? The model cannot work that long - it is easier to re-optimize it regularly.
Why a year? The model can't work that long - it's easier to re-optimize it regularly.
Well, if the model has been built on analysis for 13 years without any reoptimization, how can it be reoptimized? and most importantly - why?
to do this you need to change the basic principles of operation
well if the model was created on the analysis of 13 years without any reoptimization, then how can it be reoptimized? and most importantly - why?
you need to change the basic principles of work
I don't get it.
You created this model by fitting its parameters to the training sample - that's optimization.
You can find out if the model is overoptimized or not by a forward test. If the model on the training sample does NOT CRITICALLY WASTE its values, then, Bombay, there is no overoptimization
I don't get it.
You created this model by fitting its parameters to the training sample - that's optimization.
You can find out if the model is overoptimized or not by a forward test. If the model on the training sample does NOT CRITICALLY worsen its values, then, Bombay, there is no overoptimization
Gentlemen, don't use the words: push, write, and write in the same sentence
or you'll end up with a lot of butter.
Keep it short, please.
At least 10 months.
Forward from one deal?
A forward of a single trade?
forward is not deals, but the quality of synthetic or its probabilistic characteristics