AI-powered
podcast player
Listen to all your favourite podcasts with AI-powered features
3min chapter
222: 8 Years Studying Larry Williams… But He Loves This Trading Book More…
Trading Nut | Trader Interviews - Forex, Futures, Stocks (Robots & More)
How to Walk Forward Test Robustness
I would describe as in sample and out of sample, which is exactly what I do. Andre Arunga used to teach was he would take the complete data set. He had a very good idea of whether something was over-optimized or not. In all honesty, I don't really use it. We've got software, multi-charts does it automatically. That's helpful. But walk forward analysis is completely different. It's taking chunks and altering the settings on predetermined time period,. Like every year, looking, optimizing for the last, say, four years; then doing that in chunks.
00:00
Transcript
Episode notes
Get the Snipd
podcast app
Unlock the knowledge in podcasts with the podcast player of the future.
AI-powered
Discover
highlights
Listen to the best highlights from the podcasts you love and dive into the full episode
Save any
moment
Hear something you like? Tap your headphones to save it with AI-generated key takeaways
Share
& Export
Send highlights to Twitter, WhatsApp or export them to Notion, Readwise & more
AI-powered
podcast player
Listen to all your favourite podcasts with AI-powered features
Discover
highlights
Listen to the best highlights from the podcasts you love and dive into the full episode