Following on from parts 1 & 2, our research findings explain how measuring the correlation between the in-sample optimization and the out-of-sample walk forward phases can be used to measure the reliability of a number of common performance criteria.
This is Part 3. Click here to start at Part 1 [ Ссылка ]
#Research, #PerformanceCriterion, #Optimization, #WalkForward, #ProfitFactor, #Correlation, #Pearson
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