Increasing the sample size used during backtesting is also a practice that may make a difference. If the intrinsic characteristics of the trading assets targeted by the quantitative trading strategy do not change over time, then increasing the sample size can expand the coverage of the backtest, thereby studying the stability of the strategy in a larger interval, and an increase in the sample size can also Let us use some research techniques for judging overfitting more freely, so that we can better avoid the occurrence of overfitting without causing underfitting problems. #whycrypto #xiaoyiclub #ETH #crypto2023 #Web3
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