walk-forward-validation
agiprolabs655 installs
Test trading strategies against unseen data.
What it does
Guides evaluation of trading strategies and financial models using time-ordered tests and overfitting diagnostics.
When to use it
Use when evaluating trading strategies or financial machine-learning models on historical and unseen future data.
How to use it
Give it historical trading data and strategy results; it produces a validation report with out-of-sample performance and overfitting diagnostics.
What you provide
- Your files
Latest review
What you need · 4
The bundled validation and overfit-detection scripts run with Python 3.
The bundled validation and overfit-detection scripts require numpy.
The bundled walk-forward validation script requires pandas.
The bundled overfit-detection script requires scipy.
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