WFO and WFM question
1 replies
gusyoan
7 years ago #116107
Hi guys,
I recently tested some strategies on WFO and WFM, when i ran WFM i found the recommended combination is : 10 runs / 20% OOS. So i continue to the WFO by using 10/20%, but the result curve is not better than what i found by WFM. Can someone help me for an explanation, why the optimized result is not as good as WFM recommended?
Thx
tomas262
7 years ago #140745
Hello,
have you checked our tutorials about WFO and WFM? Follow these links https://strategyquant.com/articles/walk%20forward%20optimizationand https://strategyquant.com/articles/walk%20forward%20matrix
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